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Daniel Vogel - Publications

  • A. Dürre, D. Vogel (2015): sscor: Robust correlation estimation and testing based on spatial signs. R package version 0.1, link to CRAN.
  • A. Dürre, D. Vogel (2015): Asymptotics of the two-stage spatial sign correlation, ArXiv 1506.02578
  • D. Vogel, M. Wendler (2.015): Studentized sequential U-quantiles under dependence with applications to change-point analysis, ArXiv 1503.04161
  • C. Gerstenberger, D. Vogel (2015): On the efficiency of Gini's mean difference, Statistical Methods and Applications, online May 07, 2015, (link), ArXiv 1405.5027
  • A. Dürre, D. Vogel, R. Fried (2015): Spatial sign correlation, Journal of Multivariate Analysis, 135, 89-105 ArXiv 1403.7635
  • A. Dürre, D. Vogel, D. E. Tyler (2014): The spatial sign covariance matrix with unknown location, Journal of Multivariate Analysis, 130, 107-117 (link), ArXiv 1307.5706
  • D. Vogel, D. E. Tyler (2014): Robust estimators for non-decomposable elliptical graphical models, Biometrika, 101(4), 865-882, ArXiv 1302.5251
  • H. Dehling, D. Vogel, M. Wendler, D. Wied (2012): An efficient and robust test for change-points in correlation. ArXiv 1203.4871
  • H. Dehling, R. Fried, D. Vogel, O. Sh. Sharipov, M. Wornowizki (2013): Estimation of the Variance of Partial Sums of Dependent Processes. Statistics and Probability Letters, 83, 141–147 (link). ArXiv 1506.02326
  • D. Wied, H. Dehling, M. van Kampen, D. Vogel (2014): A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution. Computational Statistics & Data Analysis 76, 723-736, ArXiv 1206.5070.
    An earlier version appeared as: A fluctuation test for constant Spearman’s rho. SFB 823 Discussion paper 16/2011 (pdf).
  • D. Vogel, R. Fried (2011): Elliptical graphical modelling. Biometrika, 98 (4), 935-951.
  • D. Vogel (2010): Elliptical graphical modeling, doctoral thesis, Fakultät Statistik, TU Dortmund (link to pdf).
  • D. Vogel, A. Dürre, R. Fried (2010): Elliptical graphical modeling in higher dimensions. In: Proceedings of the International Biosignal Processing Conference (Biosignal 2010), Berlin (pdf).
  • D. Vogel, R. Fried (2010): On Robust Gaussian Graphical Modelling. In: L. Devroye et al. (Eds.) Recent Developments in Applied Probability and Statistics. Berlin, Heidelberg: Springer-Verlag, 155-182.
    An earlier version appeared as SFB 823 Discussion Paper 36/2009 (pdf).
  • D. Vogel (2009): On generalizing Gaussian graphical models. In: L. Badin and R. Ciumara (Eds.), Proceedings of the 16th European Young Statisticians Meeting (EYSM), Bucharest, 149-153.
  • D. Ferger, D. Vogel (2009): Weak convergence of the empirical process and the rescaled empirical distribution function in the Skorokhod product space. Teor. Veroyatn. Primen., 54 (4), 750-770. (Theory Probab. Appl., 54 (4), 609-625, link)
    An earlier version appeared in the Dresdner Schriften zur mathematischen Stochastik 1/2007.
  • D. Fischer, J. Möttönen, K. Nordhausen, D. Vogel (2009): OjaNP: Multivariate Methods Based on the Oja median and Related Concepts. R package version 0.0-24. link to CRAN.
  • D. Vogel, R. Fried (2008): Estimating partial correlations using the Oja sign covariance matrix. In: P. Brito (Ed.), Compstat 2008: Proceedings in Computational Statistics. Vol. II. Heidelberg: Physica-Verlag, 721-729.
  • D. Vogel, C. Köllmann, R. Fried (2008): Partial correlation estimates based on signs. In: J. Heikkonen (Ed.), Proceedings of the 1st Workshop on Information Theoretic Methods in Science and Engineering (WITMSE), TICSP series #43, Tampere.
  • D. Vogel (2005): Weak convergence of the empirical process and the rescaled empirical distribution function in the Skorokhod product space, Diplomarbeit, Fakultät Mathematik und Naturwissenschaften, TU Dresden (pdf).