Spiridon I. Penev

Available identifiers

zbMath Open penev.spiridon-iWikidataQ51959852 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

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This page was built for person: Spiridon I. Penev