1999

• Pensky, M., and Singh, R.S. (1999)
  Empirical Bayes estimation of reliability characteristics for an exponential family.
  Canadian Journal of Statistics, 27, 127 — 136.
• Pensky, M., and Cannon, J. R. (1999)
  Statistical estimation of locations of lightning events.
  Journal of Geophysical Research – Atmospheres, 104, No. D8, 9635–9641
• Pensky, M. (1999)
  Nonparametric empirical Bayes estimation of the matrix parameter of Wishart distribution.
  Journal of Multivariate Analysis, 69, 242-260.
• Pensky, M. (1999)
  Estimation of a smooth density function using Meyer-type wavelets.
  Statistics & Decisions, 17, 111 – 123.
• Pensky, M. (1999)
  Nonparametric Empirical Bayes Estimation via Wavelets.
  In “Bayesian Inference in Wavelet Based Models”, Lecture Notes in Statistics, v. 141,
  ed. Muller, P., Vidakovic, B., Springer, 323 — 340.
• Pensky, M., and Vidakovic, B. (1999)
  Adaptive wavelet estimator for nonparametric density deconvolution.
  Annals of Statistics, 27, 2033 — 2053.

1998

• Pensky, M. (1998)
  Empirical Bayes estimation based on wavelets.
  Sankhya, A60, 214–231.

1997

• Pensky, M. (1997)
  A general approach to nonparametric empirical Bayes estimation.
  Statistics, 29, 61–80.
• Pensky, M. (1997)
  Empirical Bayes estimation of a location parameter.
  Statistics and Decisions, 15, 1–16.

1996

• Pensky, M. (1996)
  Empirical Bayes estimation of a scale parameter.
  Mathematical Methods of Statistics, 5, 1996, 316–331.

1995

• Penskaya, M. (1995)
  On mean square consistent estimation of a ratio.
  Scandinavian Journal of Statistics, 22, 129–137.
• Penskaya, M. (1995)
  On the lower bounds for mean square error of empirical Bayes estimators
  Journ. of Math. Sciences, 75, 1524–1535.

1993

• Piterbarg, V.I., and Penskaya, M. (1993)
  On asymptotic distribution of integrated squared error of an estimate of a component of a convolution.
  Math. Methods of Statistics, 2, 30–41.