Person:1023693

Available identifiers

zbMath Open penev.spiridon-iDBLP60/390WikidataQ51959852 ScholiaQ51959852MaRDI QIDQ1023693

List of research outcomes

Publication	Date of Publication	Type
Stability and Sample-Based Approximations of Composite Stochastic Optimization Problems	2024-03-12	Paper
Myopic robust index tracking with Bregman divergence	2022-04-05	Paper
Regression using localised functional Bregman divergence	2022-02-09	Paper
Multiple imputation and functional methods in the presence of measurement error and missingness in explanatory variables	2020-10-06	Paper
Wavelet methods for erratic regression means in the presence of measurement error	2018-11-22	Paper
The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion	2018-11-19	Paper
Shape-preserving wavelet-based multivariate density estimation	2018-10-16	Paper
Locally robust methods and near-parametric asymptotics	2018-08-16	Paper
Robust estimation in structural equation models using Bregman divergences	2018-05-08	Paper
Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness	2018-02-06	Paper
Comparing large-sample maximum Sharpe ratios and incremental variable testing	2017-11-23	Paper
Multiperiod mean-standard-deviation time consistent portfolio selection	2017-10-11	Paper
Statistical estimation of composite risk functionals and risk optimization problems	2017-10-11	Paper
Multivariate nonparametric test of independence	2016-12-15	Paper
https://portal.mardi4nfdi.de/entity/Q2836134	2016-12-07	Paper
Linear Causal Modeling with Structural Equations by Stanley Mulaik	2016-04-27	Paper
Edgeworth expansion for the kernel quantile estimator	2016-03-24	Paper
Multistage optimization of option portfolio using higher order coherent risk measures	2014-07-27	Paper
Improved confidence intervals for quantiles	2013-01-28	Paper
Kusuoka representation of higher order dual risk measures	2011-04-08	Paper
On the behaviour of tests based on sample spacings for moderate samples	2011-01-18	Paper
https://portal.mardi4nfdi.de/entity/Q3580275	2010-08-12	Paper
Shape-restricted inference for Lorenz curves using duality theory	2010-03-01	Paper
GeD spline estimation of multivariate Archimedean copulas	2009-06-12	Paper
https://portal.mardi4nfdi.de/entity/Q5308614	2007-09-28	Paper
Wavelet-based estimation with multiple sampling rates	2005-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q4461480	2004-03-30	Paper
Efficient estimators for functionals of Markov chains with parametric marginals.	2004-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q4453383	2004-03-07	Paper
On non-negative wavelet-based density estimators	2003-01-15	Paper
Cross-validation for choosing resolution level for nonlinear wavelet curve estimators	2002-03-26	Paper
A Wiener Germ approximation of the noncentral chi square distribution and of its quantiles	2001-09-23	Paper
On shape-preserving probabilistic wavelet approximators	1998-12-10	Paper
On shape-preserving wavelet estimators of cumulative distribution functions and densities	1998-10-01	Paper
HIGHER ORDER RELATIONS BETWEEN CORNISH-FISHER EXPANSIONS AND INVERSIONS OF SADDLEPOINT APPROXIMATIONS	1998-01-01	Paper
Initial Value Dependence: A Comparison of Two Methods For Its Study	1997-01-05	Paper
Efficient estimation of the stationary distribution for exponentially ergodic Markov chains	1991-01-01	Paper
Asymptotic equivalence of identification procedures for complex systems	1986-01-01	Paper
On a model with errors in variables described by stochastic differential equations	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3723424	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3725395	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3734898	1984-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Spiridon I. Penev