Researcher

Associate Professor Spiridon Ivanov Penev

Biography

I am currently Head of Statistics at the School of Mathematics and Statistics.
 
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 nonparametric curve estimation
Edgeworth expansions and Saddlepoint...view more

I am currently Head of Statistics at the School of Mathematics and Statistics.
 
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 nonparametric curve estimation
Edgeworth expansions and Saddlepoint Approximation Methods
Structural Equation Models
Inference in semiparametric models and applications in Stochastic Risk Modelling
 
 
ADMINISTRATIVE DUTIES
 
Head of Department of Statistics
 
 
TEACHING DUTIES
 
Math3811 and Math3911 in S1 2015. Will be on sabbatical leave in S2 2015 
 
AWARDS
 
Elected member of the International Statistical Institute (ISI) 
 
RECENT GRANTS
 
Chief investigator in a collaborative research grant "Statistical Analysis of Water Quality Data" with Sydney Catchment Authority (SCA) .
Faculty Research Grant "A new approach in stochastic risk modelling" (2011).

Faculty Research Grant "New inference procedures for risk optimization" (2012).

Faculty Research Grant "Vega approximations and robust calibration" (2013)

TTG-AMSI Grant "Demonstration models of portfolio and personal risk optimization" (2014)


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

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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

Publications

by Associate Professor Spiridon Ivanov Penev