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Research

In mathematical statistics a central research focus is on the development and the mathematical analysis of statistical methods. Particular attention is given to the calibration and statistical evaluation of stochastic models, especially in the context of multivariate, high-dimensional, or functional data. Examples include models for describing dependence structures or special distributional models, with applications in medicine, hydrology, and economics.

Another key research area is insurance and financial mathematics. Here the focus is on quantitative risk management, such as it is used in the context of internal models for the stochastic valuation and risk assessment of corporates, for example in the banking and insurance business. These models are typically based on Monte Carlo simulations and require data-driven calibration and validation, so statistics is an essential tool in this context as well.

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Publications
Presentations

Publications

Prof. Dr. rer. nat. habil. Daniel Gaigall

Monographies

On selected problems in multivariate analysis OPUS

Gaigall, Daniel (2023)

- 17 Seiten

Access:

https://doi.org/10.15488/14304

Vergleich von statistischen Tests im verbundenen und unabhängigen Stichprobenfall OPUS

Gaigall, Daniel (2016)

Hannover : Gottfried Wilhelm Leibniz Universität Hannover 2016. - 281 Seiten

Access:

https://doi.org/10.15488/8678

Magazine article

On the number of replications in resampling tests and Monte Carlo Simulation Studies OPUS

Gaigall, Daniel ; Gerstenberg, Julian (2026)

in: The american statistician. Abingdon : Taylor & Francis. (2026). - 10 Seiten

ISSN:

0003-1305 , 1537-2731

Access:

https://doi.org/10.1080/00031305.2025.2612197

Fixed values versus empirical quantiles as thresholds in excess distribution modelling OPUS

Gaigall, Daniel ; Gerstenberg, Julian (2025)

in: Journal of Statistical Planning and Inference. Amsterdam : Elsevier. 238 (2025). , Art.-Nr.: 106276- 21 Seiten

ISSN:

0378-3758

Remark:

Corresponding author: Daniel Gaigall

Access:

https://doi.org/10.1016/j.jspi.2025.106276

A goodness-of-fit test for geometric Brownian motion OPUS

Gaigall, Daniel ; Wübbolding, Philipp (2025)

in: Computational statistics & data analysis. Amsterdam : Elsevier Science. 210 (2025). , Art.-Nr.: 108196- 20 Seiten

ISSN:

0167-9473

Remark:

Corresponding author: Daniel Gaigall

Access:

https://doi.org/10.1002/10.1016/j.csda.2025.108196

A general approach for testing independence in Hilbert spaces OPUS

Gaigall, Daniel ; Wu, Shunyao ; Liang, Hua (2024)

in: Journal of Multivariate Analysis. Amsterdam : Elsevier. 206 (2024). , Art.-Nr.: 105384- 19 Seiten

ISSN:

1095-7243 (online) , 0047-259X (print)

Remark:

Corresponding author: Daniel Gaigall

Access:

https://doi.org/10.1016/j.jmva.2024.105384

Cramér-von-Mises tests for the distribution of the excess over a confidence level OPUS

Gaigall, Daniel ; Gerstenberg, Julian (2023)

in: Journal of Nonparametric Statistics. : Taylor & Francis. (2023).

ISSN:

1048-5252 (Print) , 1029-0311 (Online)

Access:

https://doi.org/10.1080/10485252.2023.2173958

Allocating and forecasting changes in risk OPUS

Gaigall, Daniel (2023)

in: Journal of risk. London : Infopro Digital Risk. 25 (2023), H. 3. Seite: 1 - 24

ISSN:

1755-2842 , 1465-1211

Access:

https://doi.org/10.21314/JOR.2022.048

On the applicability of several tests to models with not identically distributed random effects OPUS

Gaigall, Daniel (2023)

in: Statistics : A Journal of Theoretical and Applied Statistics. London : Taylor & Francis. 57 (2023). - 14 Seiten

ISSN:

1029-4910 , 0323-3944

Access:

https://doi.org/10.1080/02331888.2023.2193748

A goodness-of-fit test for the compound Poisson exponential model OPUS

Baringhaus, Ludwig ; Gaigall, Daniel (2022)

in: Journal of Multivariate Analysis. Amsterdam : Elsevier. 195 (2022), H. Article 105154.

ISSN:

0047-259X , 1095-7243

Access:

https://doi.org/10.1016/j.jmva.2022.105154

Testing marginal homogeneity in Hilbert spaces with applications to stock market returns OPUS

Ditzhaus, Marc ; Gaigall, Daniel (2022)

in: Test. : Springer. 2022 (2022), H. 31. Seite: 749 - 770

ISSN:

1863-8260

Access:

https://doi.org/10.1007/s11749-022-00802-5

Empirical process of concomitants for partly categorial data and applications in statistics OPUS

Gaigall, Daniel ; Gerstenberg, Julian ; Trinh, Thi Thu Ha (2022)

in: Bernoulli. Den Haag, NL : International Statistical Institute. 28 (2022), H. 2. Seite: 803 - 829

ISSN:

1573-9759

Access:

https://doi.org/10.3150/21-BEJ1367

Test for Changes in the Modeled Solvency Capital Requirement of an Internal Risk Model OPUS

Gaigall, Daniel (2021)

in: ASTIN Bulletin. Cambridge : Cambridge Univ. Press. 51 (2021), H. 3. Seite: 813 - 837

ISSN:

1783-1350

Access:

https://doi.org/10.1017/asb.2021.20

Rothman–Woodroofe symmetry test statistic revisited OPUS

Gaigall, Daniel (2020)

in: Computational Statistics & Data Analysis. Amsterdam : Elsevier. 2020 (2020), H. 142. Seite: Artikel 106837

ISSN:

0167-9473

Access:

https://doi.org/10.1016/j.csda.2019.106837

Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data OPUS

Gaigall, Daniel (2020)

in: Communications in Statistics - Theory and Methods. London : Taylor & Francis. 51 (2020), H. 12. Seite: 4006 - 4028

ISSN:

1532-415X

Access:

https://doi.org/10.1080/03610926.2020.1805767

Testing marginal homogeneity of a continuous bivariate distribution with possibly incomplete paired data OPUS

Gaigall, Daniel (2020)

in: Metrika. : Springer. 2020 (2020), H. 83. Seite: 437 - 465

ISSN:

1435-926X

Access:

https://doi.org/10.1007/s00184-019-00742-5

On an asymptotic relative efficiency concept based on expected volumes of confidence regions OPUS

Baringhaus, Ludwig ; Gaigall, Daniel (2019)

in: Statistics - A Journal of Theoretical and Applied Statistic. London : Taylor & Francis. 53 (2019), H. 6. Seite: 1396 - 1436

ISSN:

1029-4910

Access:

https://doi.org/10.1080/02331888.2019.1683560

On a new approach to the multi-sample goodness-of-fit problem OPUS

Gaigall, Daniel (2019)

in: Communications in Statistics - Simulation and Computation. London : Taylor & Francis. 53 (2019), H. 10. Seite: 2971 - 2989

ISSN:

1532-4141

Access:

https://doi.org/10.1080/03610918.2019.1618472

A consistent goodness-of-fit test for huge dimensional and functional data OPUS

Ditzhaus, Marc ; Gaigall, Daniel (2018)

in: Journal of Nonparametric Statistics. Abingdon : Taylor & Francis. 30 (2018), H. 4. Seite: 834 - 859

ISSN:

1029-0311

Access:

https://doi.org/10.1080/10485252.2018.1486402

Statistical inference for L²-distances to uniformity OPUS

Baringhaus, Ludwig ; Gaigall, Daniel ; Thiele, Jan Philipp (2018)

in: Computational Statistics. Berlin : Springer. 2018 (2018), H. 33. Seite: 1863 - 1896

ISSN:

1613-9658

Access:

https://doi.org/10.1007/s00180-018-0820-0

Efficiency comparison of the Wilcoxon tests in paired and independent survey samples OPUS

Baringhaus, Ludwig ; Gaigall, Daniel (2018)

in: Metrika. Berlin : Springer. 2018 (2018), H. 81. Seite: 891 - 930

ISSN:

1435-926X

Access:

https://doi.org/10.1007/s00184-018-0661-4

On Hotelling’s T² test in a special paired sample case OPUS

Baringhaus, Ludwig ; Gaigall, Daniel (2017)

in: Communications in Statistics - Theory and Methods. London : Taylor & Francis. 48 (2017), H. 2. Seite: 257 - 267

ISSN:

1532-415X

Access:

https://doi.org/10.1080/03610926.2017.1408828

Hotelling’s T² tests in paired and independent survey samples: An efficiency comparison OPUS

Baringhaus, Ludwig ; Gaigall, Daniel (2017)

in: Journal of Multivariate Analysis. Amsterdam : Elsevier. 2017 (2017), H. 154. Seite: 177 - 198

ISSN:

0047-259X

Access:

https://doi.org/10.1016/j.jmva.2016.11.004

On an independence test approach to the goodness-of-fit problem OPUS

Baringhaus, Ludwig ; Gaigall, Daniel (2015)

in: Journal of Multivariate Analysis. Amsterdam : Elsevier. 2015 (2015), H. 140. Seite: 193 - 208

ISSN:

0047-259X

Access:

https://doi.org/10.1016/j.jmva.2015.05.013

Conference Papers

On Consistent Hypothesis Testing In General Hilbert Spaces OPUS

Gaigall, Daniel (2022)

in: Proceedings of the 4th International Conference on Statistics: Theory and Applications (ICSTA’22). Orléans, Kanada : Avestia Publishing 2022. Seite: Paper No. 157

Remark:

4th International Conference on Statistics: Theory and Applications (ICSTA’22), Prague, Czech Republic – July 28- 30

Access:

http://doi.org/10.11159/icsta22.157

M.Sc. Philipp Wübbolding

Magazine article

A goodness-of-fit test for geometric Brownian motion OPUS

Gaigall, Daniel ; Wübbolding, Philipp (2025)

in: Computational statistics & data analysis. Amsterdam : Elsevier Science. 210 (2025). , , Art.-Nr.: 108196- 20 Seiten

ISSN:

0167-9473

Remark:

Corresponding author: Daniel Gaigall

Access:

https://doi.org/10.1002/10.1016/j.csda.2025.108196

Presentations

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