Spiro Penev's publications

Papers and communications in refereed journals

1. Penev, S. and Raykov, T. A method of bias correction for maximal reliability with dichotomous measures. To appear in British Journal of Mathematical and Statistical Psychology, (2009).

2. Maesono, Y. and Penev, S. Edgeworth Expansion for the Kernel Quantile Estimator. To appear in Annals of the Institute of Statistical Mathematics, (2009).

3. Raykov, T. and Penev, S. Testing multivariate mean collinearity via latent variable modelling. To appear in British Journal of Mathematical and Statistical Psychology, (2009).

4. Raykov, T. and Penev, S. Estimation of Maximal Reliability for Multiple-Component Instruments in Multilevel Designs. British Journal of Mathematical and Statistical Psychology, 62,129-142 (2009).

5. Dimitrova, D. Kaishev, V. and S. Penev. GeD spline estimation of multivariate Archimedean copulas. Computational Statistics and Data Analysis, 52(7), 3570-3582 (2008).

6. 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).

7. Penev, S. and Raykov, T. Maximal reliability and power in covariance structure models. British Journal of Mathematical and Statistical Psychology, 59(1), 75-87 (2006).

8. Raykov, T. and Penev, S. A Direct Method for Obtaining Approximate Standard Error and Confidence Interval of Maximal Reliability for Composites with Congeneric Measures. Multivariate Behavioral Research, 41(1), 15-28 (2006).

9. Raykov, T. and Penev, S. Estimation of reliability for multiple-component measuring instruments in test-retest designs. British Journal of Mathematical and Statistical Psychology, 58(2), 285-299 (2005).

10. Penev, S., Peng, H., Schick, A. and Wefelmeyer, W., Efficient estimators for functionals of Markov chains with parametric marginals. Statistics and Probability Letters. 66(3), 335-345 (2004).

11. Hall, P. and Penev, S (2004). Wavelet-based estimation with multiple sampling rates. The Annals of Statistics, 32(5),1933-1956. (An earlier variant of this paper containing some proofs can be found here.)

12. Raykov, T. and Penev, S. Improved analytic interval estimation of scale reliability. Book chapter in Kees van Monfort, Johan Oud and Albert Satorra (Eds.) Recent Developments in Structural Equation Modeling: Theory and Applications, Kluwer Academic, 83-93 (2004).

13. Raykov, T. and Penev, S. Exploring Structural Equation Model Misspecifications via Latent Individual Residuals. Book chapter in G. A. Marcoulides and Irini Moustaki (Eds.) Latent Variable and Latent Structure Models, Mahwah, NJ: Lawrence Erlbaum, 121-134 (2002).

14. Raykov, T. and Penev, S. Interval Estimation of Latent Correlations in Structural Equation Models With A Priori Restricted Parameters. Understanding Statistics, 1(3), 139-155 (2002).

15. Hall, P. and Penev, S. Cross-validation for Choosing Resolution Level for Nonlinear Wavelet Curve Estimators. Bernoulli, 7(2), 317-341 (2001).

16. Dechevsky, L., MacGibbon, B. and Penev, S. Numerical Methods for Asymptotically Minimax Non-Parametric Function Estimation with Positivity Constraints I. Sankhya, Vol. 63, Ser. B, Pt. 2 149-180 (2001).

17. Raykov, T. and Penev, S. The Problem of Equivalent Structural Equation Models: An Individual Residual Perspective. Book chapter in G. A. Marcoulides and R.E. Schumaker (Eds.) New Developments and Techniques in Structural Equation Modeling, Mahwah, NJ: Lawrence Erlbaum, 297-321 (2001).

18. Penev, S. and Raykov,T. A Wiener Germ Approximation of the Noncentral Chi Square Distribution and of Its Quantiles. Computational Statistics, 15(2), 219-228 (2000).

19. Penev, S. Maximum Likelihood Based Approximations of the Pitman Estimator in a Location Family. In N. Mastorakis (Editor) Recent Advances in Applied and Theoretical Mathematics, World Scientific and Engineering Society Press, 173-180 (2000).

20. Raykov, T. and S. Penev . On Structural Equation Model Equivalence. Multivariate Behavioral Research, Vol. 34(2), 199-244 (1999).

21. Dechevsky, L., Ramsay, J., Penev, S. Penalized Wavelet Estimation with Besov Regularity Constraints. Mathematica Balkanica (N.S.), vol 13, Fasc. 3-4, 257 - 376 (1999).

22. Maesono, Y., Penev, S. I. Higher Order Relations Between Cornish-Fisher Expansions and Inversions of Saddlepoint Approximations. Journal of the Japan Statistical Society, 28(1), 21-38 (1998).

23. Raykov, T. and S. Penev. A Multivariate Two-Group Effect Size Measure. Quality and Quantity 32 247-255 (1998).

24. Raykov, T. and S. Penev. Nested Structural Equation models: Noncentrality and Power of Restriction Test. Structural Equation Modeling, Issue 5 229-246 (1998).

25. Dechevsky, L. and S. Penev. On Shape-preserving Wavelet Estimators of Cumulative Distribution Functions and Densities. Stochastic Analysis and Applications, 16, 3, 423-462 (1998).

26. Penev, S. and L. Dechevsky. On Non-negative Wavelet-based Density Estimators. Journal of Non-parametric Statistics , 7 , 365-394 (1997).

27. Hall, P., Penev, S., Kerkyacharian, G. and Picard, D. Numerical Performance of Block Thresholded Wavelet Estimators. Statistics and Computing , 7(2), 115-124 (1997).

28. Raykov, T. and S. Penev. Structural Equation Modeling and the Latent Linearity Hypothesis in Social and Behavioral Research. Quality and Quantity 31 (1), 57-78 (1997).

29. Dechevsky, L.T. and S. I. Penev. On Shape-preserving Probabilistic Wavelet Approximators. Stochastic Analysis and Applications, 15(2), 187- 215 (1997).

30. Raykov, T. and S. Penev. Initial Value Dependence: A Note on Comparison of Two Methods for its Use. Biometrical Journal , 38 (5) , 631-639 (1996).

31. Raykov, T. and S. Penev. A Binomial Test of Model Fit: Comments on an Approach to Structural Equation Model Fit Assessment. Structural Equation Modeling , 2(2), 146-151 (1995).

32. Penev, S. Saddlepoint Approximation in the Linear Structural Relationship Model. Communications in Statistics, Simulation and Computation, 24(2), 349- 366 (1995).

33. Penev, S. and T. Raykov. On Choosing Estimators in a Simple Linear Errors- in- Variables model. Communications in Statistics- Theory Meth., 22(9), 2429- 2444 (1993).

34. Penev, S. Stability of Nonparametric Procedures Against Dependence. SIAM Theory of Probability and Its Applications , 37(2) , 353-355 (1993).

35. Penev, S.I. Efficient Estimation of the Stationary Distribution for Exponentially Ergodic Markov Chains. Journal of Statistical Planning and Inference , 27(1), 105- 123 (1991).

36. Penev, S. Convolution Theorem for Estimating the Stationary Distribution of Markov Chains. Comptes rendus de l'Academie bulgare des sciences. 43(3), 29-32 (1990).

37. Penev, S.I. Asymptotic Properties of a Test that Given Distribution Belongs to a Parametric Family. University Annual Applied Mathematics 25(4), 39- 48 (1989)( in Bulgarian, English summary).

38. Shishkov, B.B., S.I. Penev. Asymptotically Optimum Algorithms for Detection of Signals in a Background of Correlated Inference and White Noise. Soviet J. Comm. Tech. Electron, 11, 146- 151 (1989).

39. Penev, S. Der lokalasymptotische Minimaxsatz und seine Erweiterungen. Österreichische Zeitschrift für Statistik und Informatik, 16 Jahrgang, 3, 157- 177. Austria (1986) (in German).

40. Penev, S.I. Asymptotic Equivalence of Identification Procedures for Complex Systems. International Journal of Systems Science , 17(4), 629-637 (1986).

41. Penev, S.I. On a Model with Errors in Variables Described by Stochastic Differential Equations. Statistics, 16(4), 485-493 (1985).

42. Penev, S.I. Asymptotic Estimation and Hypothesis Testing for the Parameters of Diffusion Processes by Discrete Observations. University Annual Applied Mathematics 20(2), 177-186 (1984) (in Bulgarian, English summary).

43. Penev, S.I. On the Multivariate Nonlinear Model with Errors in Variables. University Annual Applied Mathematics , 19(2), 133-144 (1983) (in Bulgarian, English summary).

Refereed published conference or symposium papers

1. Maesono, Y., Penev, S. I. Higher Order Relations Between Cornish-Fisher Expansions and Inversions of Saddlepoint Approximations. Computing Science and Statistics , (L. Billard and N. Fisher, eds.), Vol. 28, (1997), 242-247, Interface Foundation of North America, Inc., Fairfax Station,VA 22039-7460.

2. Penev, S.I. Stability of Nonparametric Procedures Against Markov Dependence. Invited paper. Proceedings of the Twentieth Conference of the Union of Bulgarian Mathematicians, Sofia. Bulgarian Academy of Sciences Publishing House, 51- 60 (1991)

3. Arnaudov,J., Bonchev,E., Jordanov, I., Penev, S. and G. Venkov. The Computer Aided Learning (CAL) in Mathematics for Engineers. Proceedings of the International Conference on Computer Aided Training in Science and Technology, 9- 13 July 1990, Barcelona, 359- 362. CIMNE Pineridge Press Barcelona (1990).

4. Penev, S.I. A Personal Computer Program for Statistical Analysis of Nonlinear Errors- in- Variables Models. Statistical Data Analysis SDA' 87. Varna. Proceedings of the Conference. Sofia, BAN, 247- 252 (1989).

5. Penev, S.I. Parameter Estimation by Stochastic Differential Equations Using Unequally Spaced Data. Differential Equations and Applications. Proceedings of the Third Conference, June 30- July 6, 1985- Rousse, 865-868 . Rousse (1987).

6. Penev, S.I. Parametric Statistical Inference for Multivariate Diffusion Processes Using Discrete Observations. Mathematics and Education in Mathematics. Proceedings of the Fourteenth Spring Conference of the Union of Bulgarian Mathematicians, Sunny Beach, 1985, 501-510, Sofia, BAN (1985).

Any other published work

Arabadjieva, B. , Yoakimov, S., Karapenev, H., Penev, S. , Topchijska, L. Handbook on statistical data analysis (textbook for students). Technical University of Sofia Press, (1992).

Yoakimov, S., Karapenev, H., Petkov, M., Arabadjieva, B., Topchijska, L., Penev, S. Examples and Problems in Probability Theory (textbook for students). Technical University of Sofia Press, (1988).

Technical Reports

1. Höschel, H.P. and Penev, S. Least-squares Curve-fitting for Nonlinear Models with Errors in Variables and Globally Convergent Gauss-Newton Procedures. Discussion paper 8025, Center for Operations Research & Econometrics. Universite Catholique de Louvain. Belgium (1980).

2. Penev, S.I. Saddlepoint Approximation for the Slope- Estimator in the Classical Linear Structural Relationship Model. Report No. S92-4, Department of Statistics, School of Mathematics, The University of New South Wales (1992).

3. Dechevsky, L.T. and S.I.Penev. On Shape-preserving Wavelet Approximators of Cumulative Distribution Functions and Densities. Report No. S93-10, Department of Statistics, School of Mathematics, The University of New South Wales (1993)

4. Dechevsky, L.T. and S.I. Penev. On Shape-preserving Wavelet Estimators of Cumulative Distribution Functions and Densities. Report No. S93-11, Department of Statistics, School of Mathematics, The University of New South Wales, (1993)

5. Raykov, T. and S. Penev. Structural Equation Modeling and the Latent Linearity Hypothesis. Report No. S94-12, Department of Statistics, School of Mathematics, The University of New South Wales (1994).

6. Penev,S. and L. Dechevsky. On non-negative wavelet-based density estimators. Report No. S95-11 , Department of Statistics, School of Mathematics, The University of New South Wales (1995).

7. Maesono, Y., Penev, S. I. Higher Order Relations Between Cornish-Fisher Expansions and Inversions of Saddlepoint Approximations. Report No. S96-11 (1996).

8. Penev, S. and Raykov, T. A Wiener Germ Approximation of the Noncentral Chi Square Distribution and of Its Quantiles. Report No. S97-6, Department of Statistics, School of Mathematics, The University of New South Wales Statistics (1997).

9. Dechevsky, L.T. and Penev, S.I. On Penalized Wavelet Estimation. Report No. S98-15, Department of Statistics, School of Mathematics, The University of New South Wales (1998).

10. Dechevsky, L.T. and Penev, S.I. Weak Penalized Least Squares Wavelet Regression Estimation. Report No. S99-1, Department of Statistics, School of Mathematics, The University of New South Wales (1999).

11. Dechevsky, L., MacGibbon, B. and S. Penev. Numerical Methods for Asymptotically Minimax Non-parametric Function Estimation with Positivity Constraints I. Les Cahiers du GERAD G-2000-33 GERAD, Canada (2000).

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