By Professor Spiridon Ivanov Penev

Journal articles

Penev SI; Raykov T, 2000, 'A Weiner germ approximation of the noncentral chi square distribution and of its quantiles', Computational Statistics, 15, pp. 219 - 228

Raykov T; Penev SI, 1999, 'On structural equation model equivalence', Multivariate Behavioral Research, pp. 199 - 244

Dechevsky LT; Ramsay JO; Penev SI, 1999, 'Penalized wavelet estimation with Bestov regularity constraints', Mathematica Balkanica, 13, pp. 257 - 376

Raykov T; Penev SI, 1998, 'A Multivariate two-group effect size measure', Quality and Quantity, pp. 247 - 255

Maesono Y; Penev SI, 1998, 'Higher order relations between Cornish-Fisher expansions and inversions of saddlepoint approximations', Journal of the Japan statistical society, pp. 21 - 38

Raykov T; Penev SI, 1998, 'Nested structural equation models: Noncentrality and power of restriction test', Structural Equation Modeling - A Multidisciplinary Journal, pp. 229 - 246

Dechevsky LT; Penev SI, 1998, 'On shape-preserving wavelet estimators of cumulative distribution functions and densities', Stochastic Analysis and Applications, 16, pp. 423 - 462

Hall PH; Penev SI; Kerkyacharian G; Picard D, 1997, 'Numerical performance of block thresholded wavelet estimators', Statistics and Computing, pp. 115 - 124

Penev SI; Dechevsky LT, 1997, 'On non-negative wavelet-based density estimators', Journal of Nonparametric Statistics, pp. 365 - 394

Dechevsky LT; Penev SI, 1997, 'On shape-preserving probabilistic wavelet approximators', Stochastic Analysis and Applications, 15, pp. 187 - 215

Raykov T; Penev SI, 1997, 'Structural equation modeling and the latent linearity hypothesis in social and behavioural research', Quality and Quantity, pp. 57 - 78

Raykov TN; Penev SI, 1996, 'Initial value dependence: comparison of two methods for its study', Biometrical Journal, pp. 631 - 639

Raykov TN; Penev SI, 1995, 'On an approach to structural equation model fit assessment', Structural Equation Modeling - A Multidisciplinary Journal, 2, pp. 146 - 151

Penev SI, 1995, 'Saddlepoint approximation in the linear structural relationship model', Communications in Statistics - Simulation and Computation, pp. 349 - 366

Penev S; Raykov T, 1993, 'On choosing estimators in a simple linear errors-in-variables model', Communications in Statistics - Theory and Methods, 22, pp. 101 - 115, http://dx.doi.org/10.1080/03610928308831160

PENEV S; RAYKOV T, 1993, 'ON CHOOSING ESTIMATORS IN A SIMPLE LINEAR ERRORS-IN-VARIABLES MODEL', COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 22, pp. 2429 - 2444, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1993LQ14200003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Penev SI, 1993, 'Stability of nonparametric procedures against dependence', Theory of Probability and Its Applications, 37, pp. 353 - 355

PENEV S, 1990, 'CONVOLUTION THEOREM FOR ESTIMATING THE STATIONARY DISTRIBUTION OF MARKOV-CHAINS', DOKLADI NA BOLGARSKATA AKADEMIYA NA NAUKITE, 43, pp. 29 - 32, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1990DP97200007&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Shishkov BB; Penev SI, 1988, 'Asymptotically optimum algorithms for detection of signals in a background of correlated interference and white noise', Soviet journal of communications technology & electronics, 33, pp. 146 - 151

SHISHKOV BB; PENEV SI, 1988, 'ASYMPTOTIC OPTIMUM ALGORITHMS OF SIGNAL-DETECTION ACCORDING TO CONTINUOUS-TIME OBSERVATIONS', RADIOTEKHNIKA I ELEKTRONIKA, 33, pp. 1419 - 1424, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1988P334900013&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Penev S, 1986, 'Asymptotic equivalence of identification procedures for complex systems', International Journal of Systems Science, 17, pp. 629 - 637, http://dx.doi.org/10.1080/00207728608926832

Penev SI, 1985, 'On a Model with Errors in Variables. Described by Stochastic Differential Equations', Statistics, 16, pp. 485 - 493, http://dx.doi.org/10.1080/02331888508801880

Conference Papers

Lam KH; Walder C; Penev S; Nock R, 2023, 'LegendreTron: Uprising Proper Multiclass Loss Learning', in Proceedings of the 40th International Conference on Machine Learning, Proceedings of Machine Learning Research, Honolulu, HI, United States, pp. 18454 - 18470, presented at 40th International Conference on Machine Learning (ICML 2023), Honolulu, HI, United States, 23 July 2023, http://dx.doi.org/10.48550/arxiv.2301.11695

Dessi D; Shabani B; Lavroff J; Halloway D; Penev S; Thomas G; Sanchez-Alayo D, 2022, 'Unsupervised and Supervised Machine Learning Techniques for Slamming Classification from SHM data', in Dessi D; Iafrati A (ed.), Proceedings of the 9th International conference on Hydroelasticity in Marine Technology Rome, Italy, July 10th-13th, 2022, Institute of Marine Engineering CNR-INM, National Research Council of Italy, Rome, Italy, pp. 123 - 133, presented at 9th International Conference on Hydroelasticity in Marine Tehcnology, Rome, Italy, 10 July 2022 - 13 July 2022, https://uia.org/s/or/en/1122283315

Shabani B; Lavroff J; Holloway D; Penev S; Dessi D; Thomas G, 2020, 'Machine learning and cloud computing for remote monitoring of wave piercing catamarans: a case study using MATLAB and AMAZON web services', in Smart Ship Technology 2020. 14th-15th October 2020. Conference papers, THE ROYAL INSTITUTION OF NAVAL ARCHITECTS, Online conference, pp. 83 - 93, presented at Smart Ship Technology 2020, Online conference, 14 October 2020 - 15 October 2020, http://dx.doi.org/10.3940/sst.20.11

Shabani B; Lavroff J; Holloway D; Penev S; Dessi D; Thomas G, 2019, 'Classifying bow entry events of wave piercing catamarans in random waves using unsupervised and supervised techniques', in International Conference on Marine Industry 4.0, 5th November 2019, Rotterdam. Papers, The Royal Institution of Naval Architects, Rotterdam, pp. 39 - 54, presented at International Conference on Marine Industry 4.0, Rotterdam, 05 November 2019 - 05 November 2019, http://dx.doi.org/10.3940/rina.mi.2019.06

Penev S; Prvan T, 2016, 'Robust estimation in structural equation models using Bregman and other divergences with t-centre approach to estimate the covariance matrix', in Sharples J; Bunder J (ed.), Proceedings of the 17th Biennial Computational Techniques and Applications Conference, CTAC-2014, Australian Mathematical Publishing Association, pp. C339 - C354, http://dx.doi.org/10.21914/anziamj.v56i0.9359

Penev SI, 2000, 'Maximum likelihood based approximations of the Pitman estimator in a location family', in Mathematics and Computers in Science and Engineering, Vraurono, Athens, presented at Mathematics and Computers in Science and Engineering, Vraurono, Athens, 01 December 2000 - 03 December 2000

Maesono Y; Penev SI, 1996, 'Higher order relations between Cornish-Fisher expansions and inversions of saddlepoint approximations', in Billard L; Fisher NI (ed.), 28th Symposium on the interface Sydney, Sydney, pp. 242 - 247, presented at 28th Symposium on the interface Sydney, Sydney, 08 July 1996 - 12 July 1996

ARNAUDOV IN; BONCHEV EK; JORDANOV IN; PENEV SI; VENKOV GI, 1990, 'THE COMPUTER-AIDED-LEARNING (CAL) IN MATHEMATICS FOR ENGINEERS', in ONATE E; SUAREZ B; OWEN DRJ; SCHREFLER B; KROPLIN B; KLEIBER M (eds.), COMPUTER AIDED TRAINING IN SCIENCE AND TECHNOLOGY, PINERIDGE PRESS LTD, SPAIN, BARCELONA, pp. 359 - 362, presented at INTERNATIONAL CONF ON COMPUTER AIDED TRAINING IN SCIENCE AND TECHNOLOGY, SPAIN, BARCELONA, 09 July 1990 - 13 July 1990, https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:A1990BU86L00056&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=891bb5ab6ba270e68a29b250adbe88d1

Preprints

Aya-Moreno C; Geenens G; Penev S, 2022, Hellinger-Bhattacharyya cross-validation for shape-preserving multivariate wavelet thresholding, http://arxiv.org/abs/2204.13854v1

Dentcheva D; Lin Y; Penev S, 2022, Stability and Sample-based Approximations of Composite Stochastic Optimization Problems, http://dx.doi.org/10.48550/arxiv.2201.01338

Penev S; Shevchenko PV; Wu W, 2021, The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion, http://dx.doi.org/10.48550/arxiv.2108.02633

Kulinich M; Fan Y; Penev S; Evans JP, 2020, A Markov chain method for weighting climate model ensembles, http://dx.doi.org/10.5194/gmd-2020-253

Penev S; Shevchenko P; Wu W, 2019, Myopic robust index tracking with Bregman divergence, http://dx.doi.org/10.48550/arxiv.1908.07659

Moreno CA; Geenens G; Penev S, 2017, Shape-preserving wavelet-based multivariate density estimation, http://arxiv.org/abs/1708.08321v1

Dentcheva D; Penev S; Ruszczynski A, 2015, Statistical Estimation of Composite Risk Functionals and Risk Optimization Problems

Hall P; Penev S, 2005, Wavelet-based estimation with multiple sampling rates, http://dx.doi.org/10.48550/arxiv.math/0503669

Hanke M; Penev S, Ex Ante Comparison of Maximum Sharpe Ratios and Incremental Variable Testing, http://dx.doi.org/10.2139/ssrn.2718033

Hanke M; Schief W; Weissensteiner A, Rom Simulation with Exact Means, Covariances, and Multivariate Skewness, http://dx.doi.org/10.2139/ssrn.2816279

Back to profile page