1.Penskaya, M. (1984) Estimation of the a prior density in reliability problems on the basis of a Bayesian approach by the methods of statistical regularization. Engrg. Cybernetics, 22, 34-42.

2. Penskaya, M. (1986) Empirical Bayes estimation. it Moscow Univ. Math. Bull, 41, 24-28.

3. Penskaya, M. (1992) On empirical Bayes estimation of the location parameter. Theory of Probability and Its Applications. 37, 732-734.

4. 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.

5. Pensky, M. (1997) A general approach to nonparametric empirical Bayes estimation. Statistics, 29, 61-80.

6. Pensky, M. (1997) Empirical Bayes estimation of a location parameter. Statistics and Decisions, 15, 1-16.

7. Pensky, M. (1998) Kernel and Pseudokernel estimators for the a prior density of a multivariate parameter. Journal of Mathematical Sciences, 88, 125-137.

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

9. Pensky, M., and Singh, R.S. (1999) Empirical Bayes estimation of reliability characteristics for an exponential family. Canadian Journal of Statistics, 27, 127-136.

10. Pensky, M., and Cannon, J. R. (1999) Statistical estimation of locations of lightning events. Journal of Geophysical Research -- Atmospheres, 104, No. D8, 9635-9641

11. Pensky, M. (1999) Nonparametric empirical Bayes estimation of the matrix parameter of Wishart distribution. Journal of Multivariate Analysis, 69, 242-260.

12. Pensky, M. (1999) Estimation of a smooth density function using Meyer-type wavelets. - Statistics & Decisions, 17, 111-123.

13. 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. Springer.

14. ensky, M., and Vidakovic, B. (1999) Adaptive wavelet estimator for nonparametric density deconvolution. Annals of Statistics, 27, 2033-2053.

15. Bhattacharyya,B.B, Li, X., Pensky, M., and Richardson, G.D. (2000) Testing for unit roots in nearly nonstationary spatial autoregressive process. Annals of the Institute of Statistical Mathematics, 52, 71-83.

16. Pensky,M., and Ni, P. (2000) Extended linear empirical Bayes estimation, Communications in Statistics - Theory and Methods, 29, 579-592.

17. Pensky, M., and Kirtane, K. (2000) Linear empirical Bayes estimation in the case of the Wishart distribution, Communications in Statistics. Theory and Methods, 29, 1787-1799.

18. Pensky, M. (2000) Adaptive wavelet empirical Bayes estimation of a location or a scale parameter, Journal of Statistical Planning and Inference, 90, 275-292.

19. Elhor,A., and Pensky, M. (2000) Bayesian estimators of locations of lightning events, Sankhya, B62, 202-216.

20. Pensky, M., and Vidakovic, B. (2001) On non-equally spaced wavelet regression. Annals of the Institute of Statistical Mathematics, 53, 681-690.

21. Pensky, M. (2002) Locally adaptive wavelet empirical Bayes estimation of a location parameter, Annals of the Institute of Statistical Mathematics, 54, 83-99.

22. Pensky, M. (2002) Density deconvolution based on wavelets with bounded supports. Statistics and Probability Letters, 56, 261-269.

23. Singh, R.S., and Pensky, M. (2002) Non-parametric estimation of prior densities of multidimensional location and scale parameters with rates and best possible. The Journal of Mathematical Sciences. New Series , 1, 86-105.

24. Pensky, M. Rates of convergence of empirical Bayes tests for a normal mean. Journal of Statistical Planning and Inference, accepted, 2000.

25. Pensky, M., and Zayed, A.I. Density deconvolution of different conditional distributions, Annals of the Institute of Statistical Mathematics, accepted, 2001.

26. Pensky, M. A new approach to empirical Bayes estimation with errors in variables. Statistics and Decisions, accepted, 2001.

27. Pensky, M. Estimation of probabilities of linear inequalities for independent elliptic random vectors. Sankhya, submitted, April 2002. %

28. Pensky, M. and Takashima, R. Estimation of P( X < Y ) for the generalized gamma distributions. Statisitcs and Decisions, submitted, May 2002.