Publications

H. Dehling, D. Vogel, M. Wendler (2026):
First versus full or first versus last: U-statistic change-point tests under fixed and local alternatives
Preprint arXiv:2602.16789  

M. Döpfner, A. Görtz-Dorten, A. Häge, F. Handermann, L. Sulprizio, M. Hellmich, D. Vogel, M. Ruhmann, H. Althen, M. Karus, T. Banaschewski (2025):
Efficacy of a mobile-based self-directed parent management training for parents of children with attention-deficit/hyperactivity disorder with or without oppositional defiant disorder–a randomized controlled trial 
European Child & Adolescent Psychiatry 34, pages 3973-3985.
https://doi.org/10.1007/s00787-025-02799-2
PDF (open access) 

S. Gimbach, D. Vogel, R. Fried, S. V. Faraone, T. Banaschewski, J. Buitelaar, M. Döpfner, R. Ammer (2024):
ADHD medicine consumption in Europe after COVID-19: catch-up or trend change?
BMC Psychiatry 24(112).
https://doi.org/10.1186/s12888-024-05505-9 
PDF (open access) 

S. Gimbach, D. Vogel, R. Fried, S. V. Faraone, T. Banaschewski, J. Buitelaar, M. Döpfner, R. Ammer (2023):
The impact of the COVID-19 pandemic on ADHD medicine consumption in 47 countries and regions
European Neuropsychopharmacology 73, pages 24-35.
https://doi.org/10.1016/j.euroneuro.2023.04.008
PDF (open access)
Preprint PsyArXiv https://doi.org/10.31234/osf.io/6j5xa 

D. Vogel, S. J. Watt, A. Wiedemann (2022):
Robustly Fitting Gaussian Graphical Models—the R Package robFitConGraph 
In: Yi, M., Nordhausen, K. (eds) Robust and Multivariate Statistical Methods. Festschrift in Honor of David E. Tyler, Springer, Cham, pages 277–296.
https://doi.org/10.1007/978-3-031-22687-8_13
Preprint arxiv:2204.04291 

A. Wiedemann, D. Vogel, C. Voss, J. Hoyer (2021): 
How does music performance anxiety relate to other anxiety disorders?
Psychology of Music 50(1), pages 204-217. 
https://doi.org/10.1177/0305735620988600
PDF (open access)
Preprint PsyArXiv https://doi.org/10.31234/osf.io/cev7u 

A. Wiedemann, D. Vogel, C. Voss, M. Nusseck, J. Hoyer (2020): 
The role of retrospectively perceived parenting style and adult attachment behaviour in music performance anxiety
Psychology of Music 48(5): pages 707-723, 
https://doi.org/10.1177/0305735618817877
Preprint PsyArXiv https://doi.org/10.31234/osf.io/k5npv 

D. Edelmann, D. Richards, D. Vogel (2020): 
The distance standard deviation
Annals of Statistics 48(6), pages 3395-3416.
https://doi.org/10.1214/19-AOS1935
PDF (open access)
Preprint arXiv:1705.05777 

C. Gerstenberger, D. Vogel, M. Wendler (2020): 
Tests for scale changes based on pairwise differences 
Journal of the American Statistical Association, 115(531), pages 1336-1348.
https://doi.org/10.1080/01621459.2019.1629938
Preprint arXiv:1611.04158 

D. Fischer, K. Mosler, J. Möttönen, K. Nordhausen, O. Pokotylo, D. Vogel (2020):
Computing the Oja median in R: the package OjaNP. 
Journal of Statistical Software, 92(8), pages 1-36.
https://doi.org/10.18637/jss.v092.i08 (open access)
Preprint arxiv.org. 

M. Hecht, C. Gische, D. Vogel, S. Zitzmann (2020): 
Integrating Out Nuisance Parameters for Computationally More Efficient Bayesian Estimation: An Illustration and Tutorial 
Structural Equation Modeling: A Multidisciplinary Journal, 27(3), pages 483-493.
https://doi.org/10.1080/10705511.2019.1647432 (open access) 

A. Wiedemann, A. D. Wood, R. N. Luben, D. Vogel, G. T. Jones, K-T. Khaw, and P. K. Myint (2018): 
Dimension of pain-related quality of life and self-reported mental health in men and women of the European Prospective Investigation into Cancer–Norfolk cohort: a population-based cross-sectional study. 
British Journal of Pain, 12(1), 35-46. 

A. Wiedemann, T. Smith, J. H. Bettencourt-Silva, D. Vogel, A. B. Clark, A. K. Metcalf, C. Bowles, J. F. Potter, P. K. Myint (2018): 
Contribution of co-morbidity burden on dementia incidence after stroke
Age and Ageing, vol. 47, no. Suppl 3, pp. iii28-iii30. https://doi.org/10.1093/ageing/afy135.04 

A. Dürre, R. Fried, D. Vogel (2017): 
The spatial sign covariance matrix and its application for robust correlation estimation
Austrian Journal of Statistics 46(3-4) 13-22. 
https://doi.org/10.17713/ajs.v46i3-4.667 
PDF (open access)
Preprint arXiv:1606.02274 

H. Dehling, D. Vogel, M. Wendler, D. Wied (2017): 
Testing for Changes in Kendall's Tau
Econometric Theory 33(6), 1352-1386. 
arxiv.org. 

D. Vogel, M. Wendler (2017): 
Studentized sequential U-quantiles under dependence with applications to change-point analysis
Bernoulli, 23(4B), 3114-3144. 
ArXiv 1503.04161. 

A. Dürre, D. E. Tyler, D. Vogel (2016): 
On the eigenvalues of the spatial sign covariance matrix in more than two dimensions, 
Statistics and Probability Letters, 111, 80-85. 
ArXiv 1512.02863. 

A. Dürre, D. Vogel (2016): 
Asymptotics of the two-stage spatial sign correlation, 
Journal of Multivariate Analysis 144, 54-67. 
ArXiv 1506.02578 

D. Vogel, R. Fried (2015): 
Robust change detection in the dependence structure of multivariate time series. 
In: Nordhausen, Taskinen (eds) Modern Nonparametric, Robust and Multivariate Methods. Festschrift in Honour of Hannu Oja, Springer, Cham, pages 265-288. 

C. Gerstenberger, D. Vogel (2015): 
On the efficiency of Gini's mean difference, 
Statistical Methods and Applications 24 (4), 569-596, 
ArXiv 1405.5027 

A. Dürre, D. Vogel, R. Fried (2015): 
Spatial sign correlation, 
Journal of Multivariate Analysis, 135, 89-105 
ArXiv 1403.7635 

A. Dürre, D. Vogel, D. E. Tyler (2014): 
The spatial sign covariance matrix with unknown location, 
Journal of Multivariate Analysis, 130, 107-117, 
ArXiv 1307.5706  

D. Vogel, D. E. Tyler (2014): 
Robust estimators for non-decomposable elliptical graphical models, 
Biometrika, 101(4), 865-882, 
ArXiv 1302.5251. 

D. Wied, H. Dehling, M. van Kampen, D. Vogel (2014): 
A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution.
Computational Statistics & Data Analysis 76, 723-736, 
ArXiv 1206.5070, 
Discussion paper 16/2011.  

H. Dehling, R. Fried, D. Vogel, O. Sh. Sharipov, M. Wornowizki (2013): 
Estimation of the Variance of Partial Sums of Dependent Processes, 
Statistics and Probability Letters, 83, 141–147. 
ArXiv 1506.02326. 

D. Vogel, R. Fried (2011): 
Elliptical graphical modelling. 
Biometrika, 98 (4), 935-951. 
arxiv.org. 

D. Vogel, A. Dürre, R. Fried (2010): 
Elliptical graphical modeling in higher dimensions. 
In: Proceedings of the International Biosignal Processing Conference (Biosignal 2010), Berlin.
PDF.  

D. Vogel, R. Fried (2010): 
On Robust Gaussian Graphical Modelling. 
In: L. Devroye et al. (Eds.) Recent Developments in Applied Probability and Statistics. Dedicated to the Memory of Jürgen Lehn, Berlin, Heidelberg: Springer-Verlag, 155-182, 
Preprint. 

D. Ferger, D. Vogel (2009): 
Weak convergence of the empirical process and the rescaled empirical distribution function in the Skorokhod product space. 
Teor. Veroyatn. Primen., 54 (4), 750-770.
Theory of Probability and its Applications, 54 (4), 609-625. 
arxiv.org 

D. Vogel (2009): 
On generalizing Gaussian graphical models. 
In: L. Badin and R. Ciumara (Eds.), Proceedings of the 16th European Young Statisticians Meeting (EYSM), Bucharest, 149-153.  

D. Vogel, R. Fried (2008): 
Estimating partial correlations using the Oja sign covariance matrix. 
In: P. Brito (Ed.), Compstat 2008: Proceedings in Computational Statistics. Vol. II. Heidelberg: Physica-Verlag, 721-729.  

D. Vogel, C. Köllmann, R. Fried (2008): 
Partial correlation estimates based on signs. 
In: J. Heikkonen (Ed.), Proceedings of the 1st Workshop on Information Theoretic Methods in Science and Engineering (WITMSE), TICSP series #43, Tampere. 

S. Watt, D. Vogel (since 2019): 
robFitConGraph: Graph-Constrained Robust Covariance Estimation. 
R package version 0.1.0, CRAN (currently archived; available upon request). This implements the methodology developed in Vogel & Tyler (2014). 

A. Dürre, D. Vogel (since 2015):
sscor: Robust correlation estimation and testing based on spatial signs. 
R package version 0.2.1, CRAN. 

D. Fischer, K. Mosler, J. Möttönen, K. Nordhausen, O. Pokotylo, D. Vogel (since 2009):
OjaNP: Multivariate Methods Based on the Oja median and Related Concepts. 
R package version 2.0. CRAN. See also the publication in JSS.