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Dr. Daniel Vogel

Mathematische Statistik und naturwissenschaftliche Anwendungen




Daniel Vogel works as data scientist for a pharmaceutical company and is Honorary Lecturer at the Physics Department of the University of Aberdeen.

Research interests

Graphical models, robustness, multivariate statistics, nonparametrics, change-point analysis, time series analysis & forecasting, statistical applications in medicine, psychology, economics

Publications – Papers

  • A. Wiedemann, D. Vogel, C. Voss, J. Hoyer (2021): How does music performance anxiety relate to other anxiety disorders? Psychology of Music, online 2021-02-15,
  • D. Edelmann, D. Richards, D. Vogel (2020): The distance standard deviation. Annals of Statistics, 48(6),
  • C. Gerstenberger, D. Vogel, M. Wendler (2020): Tests for scale changes based on pairwise differences. Journal of the American Statistical Association, 115, 1336-1348, ArXiv 1611.04158.
  • D. Fischer, K. Mosler, J. Möttönen, K. Nordhausen, O. Pokotylo, D. Vogel (2020): Computing the Oja median in R: the package OjaNP. Journal of Statistical Software, 92(8), 1-36,
  • M. Hecht, C. Gische, D. Vogel, S. Zitzmann (2020): Integrating Out Nuisance Parameters for Computationally More Efficient Bayesian Estimation: An Illustration and Tutorial, Structural Equation Modeling, 27(3), 483-493.
  • A. Wiedemann, D. Vogel, C. Voss, M. Nusseck, J. Hoyer (2019): The role of retrospectively perceived parenting style and adult attachment behaviour in music performance anxiety. Psychology of Music, 48(5): 707-723,
  • A. Wiedemann, A. D. Wood, R. N. Luben, D. Vogel, G. T. Jones, K-T. Khaw, and P. K. Myint (2018): Dimension of pain-related quality of life and self-reported mental health in men and women of the European Prospective Investigation into Cancer–Norfolk cohort: a population-based cross-sectional study. British Journal of Pain, 12(1), 35-46.
  • A. Dürre, R. Fried, D. Vogel (2017): The spatial sign covariance matrix and its application for robust correlation estimation. Austrian Journal of Statistics. 46(3-4) 13-22.
  • H. Dehling, D. Vogel, M. Wendler, D. Wied (2017): Testing for Changes in Kendall's Tau, Econometric Theory. 33(6), 1352-1386.
  • D. Vogel, M. Wendler (2017): Studentized sequential U-quantiles under dependence with applications to change-point analysis, Bernoulli, 23(4B), 3114-3144.
  • A. Dürre, D. E. Tyler, D. Vogel (2016): On the eigenvalues of the spatial sign covariance matrix in more than two dimensions, Statistics and Probability Letters, 111, 80-85. ArXiv 1512.02863.
  •  A. Dürre, D. Vogel (2016): Asymptotics of the two-stage spatial sign correlation, Journal of Multivariate Analysis 144, 54-67. ArXiv 1506.02578
  • D. Vogel, R. Fried (2015): Robust change detection in the dependence structure of multivariate time series. In: Nordhausen, Taskinen (Hrsg.) Modern Nonparametric, Robust and Multivariate Methods, Springer, 265-288.
  • C. Gerstenberger, D. Vogel (2015): On the efficiency of Gini's mean difference, Statistical Methods and Applications 24 (4), 569-596, 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, 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, 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. 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, Discussion paper 16/2011.
  • D. Vogel, R. Fried (2011): Elliptical graphical modelling. Biometrika, 98 (4), 935-951.
  • 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, Preprint.
  • 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 of Probability and its Applications, 54 (4), 609-625).
  • 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.


Publications – Software

  • S. Watt, D. Vogel (since 2019): robFitConGraph: Graph-Constrained Robust Covariance Estimation. R package version 0.1.0, CRAN. This implements the methodology developed in Vogel & Tyler (2014).
  • A. Dürre, D. Vogel (since 2015): sscor: Robust correlation estimation and testing based on spatial signs. R package version 0.2, CRAN.
  • D. Fischer, K. Mosler, J. Möttönen, K. Nordhausen, O. Pokotylo, D. Vogel (since 2009): OjaNP: Multivariate Methods Based on the Oja median and Related Concepts. R package version 1.0-0. CRAN. See also the publication in JSS.


Publications – Theses

  • D. Vogel (2010): Elliptical graphical modeling, doctoral thesis, Fakultät Statistik, TU Dortmund.
  • 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).


Former projects

  • SFB 823: Statistical modelling of nonlinear dynamic processes, Project C3: Analysis of structural change in dynamic processes
  • instudies: Summer University "Statistik für Gesellschafts- und Wirtschaftswissenschaftler" (Mathematische Grundlagen der Statistik)



  •  Best dissertation 2011, Statistics department (TU Dortmund University)