Servicenavigation

Sprechzeiten

• nach Vereinbarung

Forschung / Arbeitsgebiete

• Robuste Zeitreihen- und Panelanalyse
• R-Paket "sscor" (auf CRAN verfügbar)
• R-Paket "robts" (Internetseite des Projekts)

Lehre

• Übung Approximationssätze in der Statistik (SS 2016)
• Fallstudien I (SS 2016)
• Seminar Funktionale Datenanalyse (WS 2014/15)
• Übung Erhebungstechniken (WS 2013/14)
• Übung Statistik II: Elementare Wahrscheinlichkeitsrechnung (SS 2013)
• Übung Statistik III: Schätzen und Testen (WS 2012/13)

Publikationen

• Dürre, A., Fried, R., Vogel, D. (2016). "The spatial sign covariance matrix and its application for robust correlation estimation". In S. Aivazian, P. Filzmoser and Y. Kharin (editors), Proceedings in Computer Data Analysis and Modelling 2016, volume 1, pages 13-19. BSU Publishing, Minsk (preprint: http://arxiv.org/abs/1606.02274).
• Dürre, A., Vogel, D., Tyler, D. E. (2014), "The spatial sign covariance matrix with unknown location", Journal of Multivariate Analysis 130, 107-117 (http://dx.doi.org/10.1016/j.jmva.2014.05.004, preprint: http://arxiv.org/pdf/1307.5706.pdf).
• Dürre, A., Vogel, D., Fried, R., "Spatial sign correlation", Journal of Multivariate Statistics 135, 89-105 (http://dx.doi.org/10.1016/j.jmva.2014.12.002, preprint: http://arxiv.org/pdf/1403.7635.pdf).
• Dürre, A., Fried, R., Liboschik, T. (2015), "Robust estimation of (partial) autocorrelation", WIREs Computational Statistics 7(3), 205-222 (http:dx.doi.org/10.1002/wics.1351, preprint: http://hdl.handle.net/2003/33011).
• Dürre, A., Vogel, D. (2016), "Asymptotics of the two-stage spatial sign correlation", Journal of Multivariate Analysis 144, 54-67 (http://dx.doi.org/10.1016/j.jmva.2015.10.011 preprint: http://arxiv.org/pdf/1506.02578.pdf).
• Dürre, A., Tyler, D.E., Vogel, D. (2016), "On the eigenvalues of the spatial sign covariance matrix in more than two dimensions", Statistics & Probability Letters 111, 80-85 (http://dx.doi.org/10.1016/j.spl.2016.01.009 preprint: http://arxiv.org/pdf/1512.02863v1.pdf).