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- Peter Hall, Spiridon Penev, Gerard Kerkyacharian, Dominique Picard
- Statistics and Computing
- 1997

PETER HALL, SPIRIDON PENEV, GEÂ RARD KERKYACHARIAN and DOMINIQUE PICARD Centre for Mathematics and its Applications, Australian National University, Canberra, ACT 0200, Australia School of Mathematics, University of NSW, Sydney, NSW 2052, Australia FaculteÂ Mathematiques et Informatiques, UniversiteÂ de Picardie, 33 rue Saint-Leu, 80039 Amiens Cedex 01,… (More)

- Darinka Dentcheva, Spiridon Penev, Andrzej Ruszczynski
- Annals OR
- 2010

We derive representations of higher order dual measures of risk in Lp spaces as suprema of integrals of Average Values at Risk with respect to probability measures on (0, 1] (Kusuoka representations). The suprema are taken over convex sets of probability measures. The sets are described by constraints on the dual norms of certain transformations of… (More)

- Yanan Fan, Pierre Lafaye de Micheaux, Spiridon Penev, Donna Salopek
- J. Multivariate Analysis
- 2017

- Tenko Raykov, Spiridon Penev
- Multivariate behavioral research
- 2006

Unlike a substantial part of reliability literature in the past, this article is concerned with weighted combinations of a given set of congeneric measures with uncorrelated errors. The relationship between maximal coefficient alpha and maximal reliability for such composites is initially dealt with, and it is shown that the former is a lower bound of the… (More)

- Spiridon Penev, Tenko Raykov
- The British journal of mathematical and…
- 2006

In covariance structure modelling, the non-centrality parameter of the asymptotic chi-squared distribution is typically used as an indicator of asymptotic power for hypothesis tests. When a latent linear regression is of interest, the contribution to power by the maximal reliability coefficient, which is associated with used latent variable indicators, is… (More)

- Yassine Matmoura, Spiridon Penev
- European Journal of Operational Research
- 2013

- Tenko Raykov, Spiridon Penev
- The British journal of mathematical and…
- 2009

A procedure for point and interval estimation of maximal reliability of multiple-component measuring instruments in multi-level settings is outlined. The approach is applicable to hierarchical designs in which individuals are nested within higher-order units and exhibit possibly related performance on components of a given homogeneous scale. The method is… (More)

- PETER HALL, SPIRIDON PENEV, S. PENEV
- 2005

We suggest an adaptive sampling rule for obtaining information from noisy signals using wavelet methods. The technique involves increasing the sampling rate when relatively high-frequency terms are incorporated into the wavelet estimator, and decreasing it when, again using thresholded terms as an empirical guide, signal complexity is judged to have… (More)

- Spiridon Penev, Tenko Raykov
- Multivariate behavioral research
- 2006

A linear combination of a set of measures is often sought as an overall score summarizing subject performance. The weights in this composite can be selected to maximize its reliability or to maximize its validity, and the optimal choice of weights is in general not the same for these two optimality criteria. We explore several relationships between the… (More)

Suppose we observe a geometrically ergodic Markov chain with a parametric model for the marginal, but no (further) information about the transition distribution. Then the empirical estimator for a linear functional of the joint law of two successive observations is no longer efficient. We construct an improved estimator and show that it is efficient. The… (More)