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Research Output 2008 2019

2019

Tests for Scale Changes Based on Pairwise Differences

Gerstenberger, C., Vogel, D. & Wendler, M., 21 Aug 2019, In : Journal of the American Statistical Association.

Research output: Contribution to journalArticle

Pairwise
Outlier
Estimator
Test Statistic
CUSUM Test
1 Citation (Scopus)
6 Downloads (Pure)

The role of retrospectively perceived parenting style and adult attachment behaviour in music performance anxiety

Wiedemann, A., Vogel, D., Voss, C., Nusseck, M. & Hoyer, J., 9 Jan 2019, In : Psychology of Music.

Research output: Contribution to journalArticle

Open Access
File
Performance Anxiety
Parenting
Music
Anxiety
Students
2018

Contribution of co-morbidity burden on dementia incidence after stroke

Wiedemann, A., Smith, T., Bettencourt-Silva, J. H., Vogel, D., Clark, A. B., Metcalf, A. K., Bowles, C., Potter, J. F. & Myint, P. K., 1 Aug 2018, In : Age and Ageing. 47, Suppl 3, p. iii28-iii30 3 p.

Research output: Contribution to journalAbstract

6 Downloads (Pure)
Open Access
File
Mental Health
Cross-Sectional Studies
Quality of Life
Pain
Population
3 Downloads (Pure)

The role of retrospectively perceived parenting style and adult attachment behaviour in music performance anxiety

Wiedemann, A., Vogel, D., Voss, C., Nusseck, M. & Hoyer, J., 21 Jul 2018, PsyArXiv Preprints.

Research output: Working paper

File
Performance Anxiety
Parenting
Music
Anxiety
Students
2017

Contribution of co-morbidity burden on dementia incidence after stroke

Wiedemann, A., Smith, T., Bettencourt-Silva, J. H., Vogel, D., Clark, A. B., Metcalf, A. K., Bowles, K. M., Potter, J. F. & Myint, P. K., 1 Nov 2017.

Research output: Contribution to conferencePoster

2 Citations (Scopus)
6 Downloads (Pure)

Studentized U-quantile processes under dependence with applications to change-point analysis

Vogel, D. & Wendler, M., 30 Nov 2017, In : Bernoulli. 23, 4B, p. 3114-3144 31 p.

Research output: Contribution to journalArticle

Open Access
File
Change-point Analysis
Quantile Process
Estimator
Quantile
Functional Central Limit Theorem
3 Citations (Scopus)
7 Downloads (Pure)

Testing for changes in Kendall’s tau

Dehling, H., Vogel, D., Wendler, M. & Wied, D., Dec 2017, In : Econometric Theory. 33, 6, p. 1352-1386 35 p.

Research output: Contribution to journalArticle

Open Access
File
statistics
efficiency
time series
Change point
Kendall's tau
15 Downloads (Pure)

The Distance Standard Deviation

Edelmann, D., Richards, D. & Vogel, D., 16 May 2017, (Submitted) ArXiv, p. 1-27, 27 p.

Research output: Working paper

File
Standard deviation
Correlation Analysis
Multivariate Data
Order Statistics
Asymptotic distribution
1 Citation (Scopus)
4 Downloads (Pure)

The spatial sign covariance matrix and its application for robust correlation estimation

Dürre, A., Fried, R. & Vogel, D., Apr 2017, In : Austrian Journal of Statistics. 46, 3-4 Special Issue, p. 13-22 10 p.

Research output: Contribution to journalArticle

Open Access
File
Covariance matrix
Elliptical Distribution
Correlation coefficient
Influence Function
Robust Estimators

What lies beneath: The role of parenting style in music performance anxiety and its relation to attachment behaviour and other anxiety-related symptoms

Wiedemann, A., Vogel, D., Hoyer, J., Voss, C., Nusseck, M. & Beesdo-Baum, K., Aug 2017, p. 101. 1 p.

Research output: Contribution to conferenceAbstract

Open Access
2016
4 Citations (Scopus)
1 Downloads (Pure)

Asymptotics of the two-stage spatial sign correlation

Dürre, A. & Vogel, D., Feb 2016, In : Journal of Multivariate Analysis. 144, p. 54-67 14 p.

Research output: Contribution to journalArticle

File
Population distribution
Covariance matrix
Mathematical transformations
Estimator
z transform

Computing the Oja Median in R: The Package OjaNP

Fischer, D., Mosler, K., Möttönen, J., Nordhausen, K., Pokotylo, O. & Vogel, D., 24 Jun 2016, (Submitted) ArXiv, p. 1-36, 36 p.

Research output: Working paper

3 Citations (Scopus)
4 Downloads (Pure)

On the eigenvalues of the spatial sign covariance matrix in more than two dimensions

Dürre, A., Tyler, D. E. & Vogel, D., Apr 2016, In : Statistics and Probability Letters. 111, p. 80-85 6 p.

Research output: Contribution to journalArticle

Open Access
File
Covariance matrix
Two Dimensions
Eigenvalue
Elliptical Distribution
Integral Representation
2015
1 Citation (Scopus)

(5) Robust change detection in the dependence structure of multivariate time series

Vogel, D. & Fried, R., 2015, Modern Nonparametric, Robust and Multivariate Methods: Festschrift in Honour of Hannu Oja. Nordhausen, K. & Taskinen, S. (eds.). Springer International Publishing, p. 265-288 24 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Multivariate Time Series
Change Detection
Dependence Structure
Covariance matrix
Sample Covariance Matrix

Corrigendum to "The spatial sign covariance matrix with unknown location" [J. Multivariate Anal. 130 (2014) 107-117]

Dürre, A., Vogel, D. & Tyler, D. E., 1 Feb 2015, In : Journal of Multivariate Analysis. 134, p. 163 1 p.

Research output: Contribution to journalComment/debate

11 Citations (Scopus)
1 Downloads (Pure)

On the efficiency of Gini's mean difference

Gerstenberger, C. & Vogel, D., Nov 2015, In : Statistical Methods & Applications. 24, 4, p. 569-596 28 p.

Research output: Contribution to journalArticle

File
Mean deviation
Standard deviation
Pairwise
Deviation
Gini

R-package sscor: Robust Correlation Estimation and Testing Based on Spatial Signs

Vogel, D. & Dürre, A., 2015

Research output: Non-textual formSoftware

Open Access
test
6 Citations (Scopus)
6 Downloads (Pure)

Spatial sign correlation

Dürre, A., Vogel, D. & Fried, R., Mar 2015, In : Journal of Multivariate Analysis. 135, p. 89-105 17 p.

Research output: Contribution to journalArticle

Open Access
File
Covariance matrix
Estimator
Elliptical Distribution
Influence Function
Computer simulation
2014
9 Citations (Scopus)

A fluctuation test for constant Spearman's rho with nuisance-free limit distribution

Wied, D., Dehling, H., Van Kampen, M. & Vogel, D., Aug 2014, In : Computational Statistics & Data Analysis. 76, p. 723-736 14 p.

Research output: Contribution to journalArticle

Spearman's rho
Limit Distribution
Invariance
Fluctuations
Local Power
3 Citations (Scopus)

Robust estimators for nondecomposable elliptical graphical models

Vogel, D. & Tyler, D. E., Dec 2014, In : Biometrika. 101, 4, p. 865-882 18 p.

Research output: Contribution to journalArticle

10 Citations (Scopus)

The spatial sign covariance matrix with unknown location

Dürre, A., Vogel, D. & Tyler, D. E., Sep 2014, In : Journal of Multivariate Analysis. 130, p. 107-117 11 p.

Research output: Contribution to journalArticle

Covariance matrix
Unknown
Asymptotic Normality
Asymptotic Behavior
Estimator
2013
5 Citations (Scopus)

Estimation of the Variance of Partial Sums of Dependent Processes

Vogel, D., Dehling, H., Fried, R., Sharipov, O. & Wornowizki, M., Jan 2013, In : Statistics and Probability Letters. 83, 1, p. 141-147 7 p.

Research output: Contribution to journalArticle

Partial Sums
Estimator
Dependent
Strongly Mixing
Resampling Methods
2011
14 Citations (Scopus)

Elliptical graphical modelling

Vogel, D. & Fried, R., Dec 2011, In : Biometrika. 98, 4, p. 935-951 17 p.

Research output: Contribution to journalArticle

Graphical Modeling
Demography
Partial Correlation
Deviance
Estimator
2010

Elliptical graphical modelling in higher dimensions

Vogel, D., Jul 2010, Proceedings of Biosignal 2010, July 14-16, 2010, Berlin, Germany. 4 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Graphical Modeling
Graphical Models
Higher Dimensions
High-dimensional
Simpson's Paradox
3 Citations (Scopus)

On robust Gaussian graphical modelling

Vogel, D. & Fried, R., 2010, Recent Developments in Applied Probability and Statistics: Dedicated to the Memory of Jürgen Lehn. Devroye, L., Karasozen, B., Kohler, M. & Korn, R. (eds.). Physica-Verlag HD, p. 155-182 28 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Covariance Selection
Graphical Modeling
Estimation Theory
Selection Model
Robust Methods
2 Citations (Scopus)
Empirical Distribution Function
Empirical Process
Product Space
Weak Convergence
Tightness
2009
1 Downloads (Pure)

On generalizing Gaussian graphical models

Vogel, D., Aug 2009, Proceedings of the 16th European Young Statisticians Meeting 2009. Badin, L. & Ciumara, R. (eds.). p. 149-153 5 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

File

R-package OjaNP: multivariate methods based on the Oja median and related concepts

Vogel, D., Nordhausen, K., Möttönen, J. & Fischer, D., 2009

Research output: Non-textual formSoftware

2008

Estimating partial correlations using the Oja sign covariance matrix

Vogel, D. & Fried, R., 2008, Compstat 2008: Proceedings in Computational Statistics. Vol. II. : Proceedings in Computational Statistics. Brito, P. (ed.). Physica-Verlag HD, Vol. 2. p. 721-729 9 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Partial Correlation
Covariance matrix
Affine Equivariance
Heavy-tailed Distribution
Multivariate Data

Partial correlation estimates based on signs

Vogel, D., Köllmann, C. & Fried, R., 2008, Proceedings of the 1st Workshop on Information Theoretic Methods in Science and Engineering. Heikkonen, J. (ed.). Tampere International Center for Signal Processing , Vol. 43. 6 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Covariance matrix