Researcher

Associate Professor Spiridon Ivanov Penev

My Expertise

Wavelet Methods in nonparametric curve estimation, Edgeworth expansions and Saddlepoint Approximation Methods, Structural Equation Models, Inference in semiparametric models and applications in Stochastic Risk Modelling

Field of Research (FoR)

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Biography

After finishing my PhD in Mathematical Statistics from Humboldt University (Berlin, Germany), I was working for 10 years at  the Technical University of Sofia, Bulgaria. I was promoted to Associate Professor there in 1991.
 
My association with UNSW started in 1992. I started as a lecturer and was promoted to Senior Lecturer in 1999 and to Associate Professor in 2011.
 
I am teaching courses in Inference, Multivariate Analysis, Categorical...view more
After finishing my PhD in Mathematical Statistics from Humboldt University (Berlin, Germany), I was working for 10 years at  the Technical University of Sofia, Bulgaria. I was promoted to Associate Professor there in 1991.
 
My association with UNSW started in 1992. I started as a lecturer and was promoted to Senior Lecturer in 1999 and to Associate Professor in 2011.
 
I am teaching courses in Inference, Multivariate Analysis, Categorical Data Analysis, Statistical Methods in Social and Market Research, Design and Analysis of Experiments, Regression.
 

ACADEMIC QUALIFICATIONS
 
Humboldt University, Doctor of Philosophy 
 
RESEARCH INTERESTS
 
Wavelet Methods in non-parametric curve estimation
Edgeworth expansions and Saddlepoint Approximation Methods
Structural Equation Models
Inference in semiparametric models and applications in Stochastic Risk Modelling
 
 
ADMINISTRATIVE DUTIES
 
Member of the Executive Committee of the School of Mathematics and Statistics, UNSW Sydney.
 
 
TEACHING DUTIES
 
Recent teaching duties include Math3811 and Math3911, Math5905 and Math5855. Will be on special study leave in the second half of 2019. 
 
AWARDS
 
Elected member of the International Statistical Institute (ISI) 
 

 


My Grants

Recent grants:

  • Australian Research Council (ARC) discovery project "Frontiers of inference about risk"-Lead Chief Investigator (CI) (2016-2018) 
  • Australian Research Council (ARC) linkage project "Remote sensing to improve structural efficiency of high-speed catamarans"- Chief Investigator (2018-2022)
  •  Collaborative research grant with Sydney Catchment Authority (SCA) Statistical Analysis of water quality data- Chief Investigator
  • Complex dependence modelling to unravel relationships in Big Data- Faculty research grant (2019)
  • Demonstration models of portfolio and personal risk optimization -AMSI industry related project (2014)
  • Robust inference about risk-Faculty research grant (2014)
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Location

School of Mathematics and Statistics
University of New South Wales
Sydney NSW 2052
The Red Centre
Room 1038

Contact

9385 7023
9385 7123