If you made any changes in Pure these will be visible here soon.

Research Output 2008 2019

Filter
Article
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
6 Downloads (Pure)
Open Access
File
Mental Health
Cross-Sectional Studies
Quality of Life
Pain
Population
2017
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
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
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
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
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
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
2 Citations (Scopus)
Empirical Distribution Function
Empirical Process
Product Space
Weak Convergence
Tightness