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S. Penev

6 papers hereh-index 17833 citations80 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author1
  • last author4

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • math.ST2
  • stat.ME2
  • math.OC1
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20052022
most citedThe impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion

20 citations · 20 across the 4 of their papers we have counts for

collaborators
Showing stat.MEShow all

2 papers · 1 filter

stat.ME2022

Hellinger-Bhattacharyya cross-validation for shape-preserving multivariate wavelet thresholding

Carlos Aya-Moreno, Gery Geenens, Spiridon Penev

The benefits of the wavelet approach for density estimation are well established in the literature, especially when the density to estimate is irregular or heterogeneous in smoothn…

stat.ME2017

Shape-preserving wavelet-based multivariate density estimation

Carlos Aya Moreno, Gery Geenens, Spiridon Penev

Wavelet estimators for a probability density f enjoy many good properties, however they are not "shape-preserving" in the sense that the final estimate may not be non-negative or i…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.