Daniel Vogel
Daniel Vogel
University of Aberdeen
Verified email at statistik.tu-dortmund.de
Cited by
Cited by
Testing for changes in Kendall’s tau
H Dehling, D Vogel, M Wendler, D Wied
Econometric Theory 33 (6), 1352-1386, 2017
Elliptical graphical modelling
D Vogel, R Fried
Biometrika 98 (4), 935-951, 2011
On the efficiency of Gini’s mean difference
C Gerstenberger, D Vogel
Statistical Methods & Applications 24 (4), 569-596, 2015
A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution
D Wied, H Dehling, M Van Kampen, D Vogel
Computational Statistics & Data Analysis 76, 723-736, 2014
The spatial sign covariance matrix with unknown location
A Dürre, D Vogel, DE Tyler
Journal of Multivariate Analysis 130, 107-117, 2014
Spatial sign correlation
A Dürre, D Vogel, R Fried
Journal of Multivariate Analysis 135, 89-105, 2015
Estimation of the variance of partial sums of dependent processes
H Dehling, R Fried, OS Sharipov, D Vogel, M Wornowizki
Statistics & Probability Letters 83 (1), 141-147, 2013
On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
A Dürre, DE Tyler, D Vogel
Statistics & Probability Letters 111, 80-85, 2016
Studentized sequential u-quantiles under dependence with applications to change-point analysis
D Vogel, M Wendler
Bernoulli, 2015
On Robust Gaussian Graphical Modeling
D Vogel, R Fried
Recent Developments in Applied Probability and Statistics, 155-182, 2010
A fluctuation test for constant spearman’s rho
D Wied, H Dehling, M van Kampen, D Vogel
Tech. Rep. 16/11, TU Dortmund, SFB 823, 2011
The spatial sign covariance matrix and its application for robust correlation estimation
A Dürre, R Fried, D Vogel
Austrian Journal of Statistics 46 (3-4), 13-22, 2016
Asymptotics of the two-stage spatial sign correlation
A Dürre, D Vogel
Journal of Multivariate Analysis 144, 54-67, 2016
Robust estimators for non-decomposable elliptical graphical models
D Vogel, DE Tyler
Biometrika 101 (4), 865-882, 2014
The distance standard deviation
D Edelmann, D Richards, D Vogel
Annals of Statistics, 2020
Weak convergence of the empirical process and the rescaled empirical distribution function in the Skorokhod product space
D Ferger, D Vogel
Theory of Probability & Its Applications 54 (4), 609-625, 2010
Partial correlation estimates based on signs
D Vogel, C Köllmann, R Fried
Proceedings of the 1st Workshop on Information Theoretic Methods in Science …, 2008
Robust change detection in the dependence structure of multivariate time series
D Vogel, R Fried
Modern Nonparametric, Robust and Multivariate Methods, 265-288, 2015
Tests for scale changes based on pairwise differences
C Gerstenberger, D Vogel, M Wendler
Journal of the American Statistical Association, 1-13, 2019
sscor: Spatial sign correlation
A Dürre, D Vogel
R package version 0.2, 2016
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