# Tagged Questions

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### Outlier treatment in VAR Model

Data: Multivariate Time Series, Series 1) Demand of a product 2) Rainfall data both available at monthly level from 2010-2013. Approach: I am trying to estimate the effect of rainfall on demand of ...
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### What are the assumptions for multivariate outlier detection using Minimum Covariance Determinant (MCD)

Currently I am working on multivariate outlier detection. I would like to try some statistical methods, such as the Minimum Covariance Determinant (MCD) method, to identify the outliers. In my data ...
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### Multivariate outlier analysis of data with multimodal distribution

I have a data on methylated gene expression which follows a bimodal distribution. Can I use a multivariate outlier analysis to detect differentially methylated genes? What are the various methods of ...
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### Automatic outlier detection in R

Our model processes millions of multivariate observations; manual outlier detection is impractical. I am looking for a method of automatic outlier detection. I have been trying to use R package ...
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### Hypothesis testing to determine cluster outliers

I have a cluster of $p$-dimensional data from $n$ samples which is assumed to be normally distributed as a multivariate Gaussian with sample mean ${\bar{\mu}}$ and sample covariance matrix ...
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### Mahalanobis distance distribution of multivariate normally distributed points

I'm trying to understand the properties of Mahalanobis distance of multivariate random points (my final goal is to use Mahalanobis distance for outlier detection). My calculations are in python. I ...
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### Identifying outlier data in high-dimensional settings

I have a data set with high-dimensional feature space. Are there any pre-processing methodologies that can detect outliers from this data set? The outlier, I mean, are the ones that tend to be very ...
If I have a multivariate normal i.i.d. sample $X_1, \ldots, X_n \sim N_p(\mu,\Sigma)$, and define $$d_i^2(b,A) = (X_i - b)' A^{-1} (X_i - b)$$ (which is sort of a Mahalanobis distance [squared] from a ...