52 citations · 279 across the 14 of their papers we have counts for
16 papers
The Distance Standard Deviation
Dominic Edelmann, Donald Richards, Daniel Vogel
The distance standard deviation, which arises in distance correlation analysis of multivariate data, is studied as a measure of spread. The asymptotic distribution of the empirical…
Tests for scale changes based on pairwise differences
Carina Gerstenberger, Daniel Vogel, Martin Wendler
In many applications it is important to know whether the amount of fluctuation in a series of observations changes over time. In this article, we investigate different tests for de…
Computing the Oja Median in R: The Package OjaNP
Daniel Fischer, Karl Mosler, Jyrki Möttönen +3
The Oja median is one of several extensions of the univariate median to the multivariate case. It has many nice properties, but is computationally demanding. In this paper, we firs…
The spatial sign covariance matrix and its application for robust correlation estimation
Alexander Dürre, Roland Fried, Daniel Vogel
We summarize properties of the spatial sign covariance matrix and especially look at the relationship between its eigenvalues and those of the shape matrix of an elliptical distrib…
On the eigenvalues of the spatial sign covariance matrix in more than two dimensions
Alexander Dürre, David E. Tyler, Daniel Vogel
We gather several results on the eigenvalues of the spatial sign covariance matrix of an elliptical distribution. It is shown that the eigenvalues are a one-to-one function of the…
Weak convergence of the empirical process and the rescaled empirical distribution function in the Skorokhod product space
Dietmar Ferger, Daniel Vogel
We prove the asymptotic independence of the empirical process and the rescaled empirical distribution function ,…