Spiridon Penev

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We derive representations of higher order dual measures of risk in L p 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)
Usually, methods for thresholding wavelet estimators are implemented term by term, with empirical coecients included or excluded depending on whether their absolute values exceed a level that re¯ects plausible moderate deviations of the noise. We argue that performance may be improved by pooling coecients into groups and thresholding them together. This(More)
A covariance structure modelling method for the estimation of reliability for composites of congeneric measures in test-retest designs is outlined. The approach also allows an approximate standard error and confidence interval for scale reliability in such settings to be obtained. The procedure further permits measurement error components due to possible(More)
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