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UNSW Faculty of Science School of Mathematics and Statistics Contacts Staff List Penev Visitors List Graduate Students List

Contacts > Staff List > Penev Spiridon Penev Senior Lecturer Office Room 1033 , The Red Centre Phone 9385 7023 Email S.Penev@unsw.edu.au 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 for dependent observations ADMINISTRATIVE DUTIES UNSW Statistics Seminar organiser TEACHING DUTIES Math3811 and Math3911 in S1 2009; Math3851 and Math5905 in S2 2009. 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) (2007-2009). Faculty Research Grant "Inference for a new type of coherent risk measures" for 2008. SELECTED PUBLICATIONS Penev, S. and T. Raykov. A method of bias correction for maximal reliability with dichotomous measures. To appear, British Journal of Mathematical and Statistical Psychology, (2009). Maesono, Y. and S. Penev. Edgeworth Expansion for the Kernel Quantile Estimator. To appear, Annals of the Institute of Statistical Mathematics, (2009). Dimitrova, D. Kaishev, V. and S. Penev. GeD spline estimation of multivariate Archimedean copulas. Computational Statistics and Data Analysis,52(7), 3570-3582(2008). Penev, S., and Raykov, T. On the Relationship Between Maximal Reliability and Maximal Validity of Linear Composites. Multivariate Behavioral Research, 41(2), 105-126 (2006). Penev,S., Raykov,T. Maximal reliability and power in covariance structure models. British J. of Mathematical and Statistical Psychology, 59(1), 75-87(2006). Penev,S., Peng,H., Schick,A., Wefelmeyer,W., Efficient estimators for functionals of Markov chains with parametric marginals. Statistics & Probability Letters, 66, 335-345 (2004). Hall,P., Penev, S. Wavelet-based estimation with multiple sampling rates. The Annals of Statistics, 32(5), 1933-1956 (2004). FURTHER INFORMATION More information on Spiridon Penev can be obtained by looking at his personal web page or by contacting him directly.

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