52 citations · 279 across the 14 of their papers we have counts for
6 papers · 1 filter
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 ,…
Elliptical graphical modelling
Daniel Vogel, Roland Fried
We propose elliptical graphical models based on conditional uncorrelatedness as a general- ization of Gaussian graphical models by letting the population distribution be elliptical…
Asymptotics of the two-stage spatial sign correlation
Alexander Dürre, Daniel Vogel
The spatial sign correlation (Dürre, Vogel and Fried, 2015) is a highly robust and easy-to-compute, bivariate correlation estimator based on the spatial sign covariance matrix. Sin…
Estimation of the variance of partial sums of dependent processes
Herold Dehling, Roland Fried, Olimjon Sh. Sharipov +2
We study subsampling estimators for the limit variance \[ σ^2=Var(X_1)+2 \sum_{k=2}^\infty Cov(X_1,X_k) \] of partial sums of a stationary stochastic process . We…
Studentized U-quantile processes under dependence with applications to change-point analysis
Daniel Vogel, Martin Wendler
Many popular robust estimators are -quantiles, most notably the Hodges-Lehmann location estimator and the scale estimator. We prove a functional central limit theorem for…