On structural equation model equivalence T Raykov, S Penev Multivariate behavioral research 34 (2), 199-244, 1999 | 105 | 1999 |
Statistical estimation of composite risk functionals and risk optimization problems D Dentcheva, S Penev, A Ruszczyński Annals of the Institute of Statistical Mathematics 69, 737-760, 2017 | 81 | 2017 |
Numerical performance of block thresholded wavelet estimators P Hall, S Penev, G Kerkyacharian, D Picard Statistics and Computing 7, 115-124, 1997 | 77 | 1997 |
Stochastic processes: from applications to theory P Del Moral, S Penev Chapman & Hall, 2017 | 53 | 2017 |
Kusuoka representation of higher order dual risk measures D Dentcheva, S Penev, A Ruszczyński Annals of Operations Research 181, 325-335, 2010 | 50 | 2010 |
Multivariate nonparametric test of independence Y Fan, PL de Micheaux, S Penev, D Salopek Journal of Multivariate Analysis 153, 189-210, 2017 | 49 | 2017 |
On the relationship between maximal reliability and maximal validity of linear composites S Penev, T Raykov Multivariate Behavioral Research 41 (2), 105-126, 2006 | 48 | 2006 |
On shape-preserving probabilistic wavelet approximators L Dechevsky, S Penev Stochastic Analysis and Applications 15 (2), 187-215, 1997 | 47 | 1997 |
Efficient estimation of the stationary distribution for exponentially ergodic Markov chains S Penev Journal of Statistical Planning and Inference 27 (1), 105-123, 1991 | 45 | 1991 |
The problem of equivalent structural equation models: An individual residual perspective T Raykov, S Penev New developments and techniques in structural equation modeling, 317-342, 2001 | 44 | 2001 |
Nested structural equation models: Noncentrality and power of restriction test T Raykov, S Penev Structural Equation Modeling: A Multidisciplinary Journal 5 (3), 229-246, 1998 | 35 | 1998 |
Estimation of maximal reliability for multiple‐component instruments in multilevel designs T Raykov, S Penev British Journal of Mathematical and Statistical Psychology 62 (1), 129-142, 2009 | 34 | 2009 |
GeD spline estimation of multivariate Archimedean copulas DS Dimitrova, VK Kaishev, SI Penev Computational Statistics & Data Analysis 52 (7), 3570-3582, 2008 | 33 | 2008 |
On non-negative wavelet-based density estimators S Penev, L Dechevsky Journal of Nonparametric Statistics 7 (4), 365-394, 1997 | 33 | 1997 |
On shape-preserving wavelet estimators of cumulative distribution functions and densities L Dechevsky, S Penev Stochastic Analysis and Applications 16 (3), 423-462, 1998 | 27 | 1998 |
A Wiener Germ approximation of the noncentral chi square distribution and of its quantiles S Penev, T Raykov Computational Statistics 15, 219-228, 2000 | 26 | 2000 |
Multistage optimization of option portfolio using higher order coherent risk measures Y Matmoura, S Penev European Journal of Operational Research 227 (1), 190-198, 2013 | 25 | 2013 |
A direct method for obtaining approximate standard error and confidence interval of maximal reliability for composites with congeneric measures T Raykov, S Penev Multivariate Behavioral Research 41 (1), 15-28, 2006 | 24 | 2006 |
Cross-validation for choosing resolution level for nonlinear wavelet curve estimators P Hall, S Penev | 23 | 2001 |
The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion S Penev, PV Shevchenko, W Wu European Journal of Operational Research 273 (2), 772-784, 2019 | 21 | 2019 |