## Knight, Keith

Compute Distance To:
 Author ID: knight.keith Published as: Knight, Keith
 Documents Indexed: 32 Publications since 1987, including 1 Book Co-Authors: 9 Co-Authors with 6 Joint Publications 411 Co-Co-Authors
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### Co-Authors

 21 single-authored 2 Bassett, Gilbert W. jun. 2 Tam, Mo-Yin S. 2 Tibshirani, Robert John 1 Caner, Mehmet 1 Davis, Richard A. 1 Fu, Wenjiang 1 Liu, Jian 1 Rosset, Saharon 1 Samarakoon, D. M. Mahinda 1 Saunders, Michael A. 1 Zhu, Ji
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### Serials

 4 The Annals of Statistics 3 Statistics & Probability Letters 2 The Canadian Journal of Statistics 2 Econometric Reviews 2 Stochastic Processes and their Applications 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 2 Econometric Theory 1 Metrika 1 Scandinavian Journal of Statistics 1 Journal of Statistical Planning and Inference 1 Journal of Time Series Analysis 1 Communications in Statistics. Stochastic Models 1 Applications of Mathematics 1 Extremes 1 Journal of the Iranian Statistical Society JIRSS

### Fields

 31 Statistics (62-XX) 9 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX)

### Citations contained in zbMATH Open

24 Publications have been cited 1,269 times in 1,108 Documents Cited by Year
Sparsity and smoothness via the fused lasso. Zbl 1060.62049
Tibshirani, Robert; Saunders, Michael; Rosset, Saharon; Zhu, Ji; Knight, Keith
2005
Asymptotics for Lasso-type estimators. Zbl 1105.62357
Knight, Keith; Fu, Wenjiang
2000
Limiting distributions for $$L_1$$ regression estimators under general conditions. Zbl 0929.62021
Knight, Keith
1998
M-estimation for autoregression with infinite variance. Zbl 0801.62081
Davis, Richard A.; Knight, Keith; Liu, Jian
1992
Limit theory for autoregressive-parameter estimates in an infinite- variance random walk. Zbl 0697.62023
Knight, Keith
1989
On the bootstrap of the sample mean in the infinite variance case. Zbl 0687.62017
Knight, Keith
1989
The covariance inflation criterion for adaptive model selection. Zbl 0924.62031
Tibshirani, Robert; Knight, Keith
1999
Mathematical statistics. Zbl 0935.62002
Knight, Keith
2000
Limiting distributions of linear programming estimators. Zbl 1008.62065
Knight, Keith
2001
Rate of convergence of centred estimates of autoregressive parameters for infinite variance autoregressions. Zbl 0659.62107
Knight, Keith
1987
Asymptotics for $$L_1$$-estimators of regression parameters under heteroscedasticity. Zbl 0946.62024
Knight, Keith
1999
An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag. Zbl 1428.62380
Caner, Mehmet; Knight, Keith
2013
Bootstrapping point processes with some applications. Zbl 0997.60053
Zarepour, M.; Knight, K.
1999
A note on unit root tests with infinite variance noise. Zbl 1172.62027
Samarakoon, D. M. Mahinda; Knight, Keith
2009
Consistency of Araike’s information criterion for infinite variance autoregressive processes. Zbl 0672.62092
Knight, Keith
1989
Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law. Zbl 0919.62110
Zarepour, M.; Knight, K.
1999
Bootstrapping sample quantiles in non-regular cases. Zbl 1246.62115
Knight, Keith
1998
Some limit theory for $$L_1$$-estimators in autoregressive models under general conditions. Zbl 0935.62095
Knight, Keith
1997
Nonstandard quantile-regression inference. Zbl 1284.62215
Goh, S. C.; Knight, K.
2009
Shrinkage estimation for nearly singular designs. Zbl 1284.62445
Knight, Keith
2008
On the empirical measure of the Fourier coefficients with infinite variance data. Zbl 0745.60018
Knight, Keith
1991
A “Delta method” approach to Bahadur–Kiefer theorems. Zbl 0921.62060
Knight, Keith
1998
Asymptotic theory for $$M$$-estimators of boundaries. Zbl 1270.62052
Knight, Keith
2006
What are the limiting distributions of quantile estimators? Zbl 1460.62027
Knight, Keith
2002
An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag. Zbl 1428.62380
Caner, Mehmet; Knight, Keith
2013
A note on unit root tests with infinite variance noise. Zbl 1172.62027
Samarakoon, D. M. Mahinda; Knight, Keith
2009
Nonstandard quantile-regression inference. Zbl 1284.62215
Goh, S. C.; Knight, K.
2009
Shrinkage estimation for nearly singular designs. Zbl 1284.62445
Knight, Keith
2008
Asymptotic theory for $$M$$-estimators of boundaries. Zbl 1270.62052
Knight, Keith
2006
Sparsity and smoothness via the fused lasso. Zbl 1060.62049
Tibshirani, Robert; Saunders, Michael; Rosset, Saharon; Zhu, Ji; Knight, Keith
2005
What are the limiting distributions of quantile estimators? Zbl 1460.62027
Knight, Keith
2002
Limiting distributions of linear programming estimators. Zbl 1008.62065
Knight, Keith
2001
Asymptotics for Lasso-type estimators. Zbl 1105.62357
Knight, Keith; Fu, Wenjiang
2000
Mathematical statistics. Zbl 0935.62002
Knight, Keith
2000
The covariance inflation criterion for adaptive model selection. Zbl 0924.62031
Tibshirani, Robert; Knight, Keith
1999
Asymptotics for $$L_1$$-estimators of regression parameters under heteroscedasticity. Zbl 0946.62024
Knight, Keith
1999
Bootstrapping point processes with some applications. Zbl 0997.60053
Zarepour, M.; Knight, K.
1999
Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law. Zbl 0919.62110
Zarepour, M.; Knight, K.
1999
Limiting distributions for $$L_1$$ regression estimators under general conditions. Zbl 0929.62021
Knight, Keith
1998
Bootstrapping sample quantiles in non-regular cases. Zbl 1246.62115
Knight, Keith
1998
A “Delta method” approach to Bahadur–Kiefer theorems. Zbl 0921.62060
Knight, Keith
1998
Some limit theory for $$L_1$$-estimators in autoregressive models under general conditions. Zbl 0935.62095
Knight, Keith
1997
M-estimation for autoregression with infinite variance. Zbl 0801.62081
Davis, Richard A.; Knight, Keith; Liu, Jian
1992
On the empirical measure of the Fourier coefficients with infinite variance data. Zbl 0745.60018
Knight, Keith
1991
Limit theory for autoregressive-parameter estimates in an infinite- variance random walk. Zbl 0697.62023
Knight, Keith
1989
On the bootstrap of the sample mean in the infinite variance case. Zbl 0687.62017
Knight, Keith
1989
Consistency of Araike’s information criterion for infinite variance autoregressive processes. Zbl 0672.62092
Knight, Keith
1989
Rate of convergence of centred estimates of autoregressive parameters for infinite variance autoregressions. Zbl 0659.62107
Knight, Keith
1987
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### Cited by 1,825 Authors

 12 Lian, Heng 11 Jiang, Rong 11 Qian, Weimin 11 Yang, Hu 11 Zhang, Riquan 11 Zhang, Rongmao 11 Zhao, Weihua 10 Davis, Richard A. 10 Ling, Shiqing 10 Tutz, Gerhard E. 9 Zhou, Zhangong 8 Li, Runze 8 Lin, Lu 8 Liu, Jicai 8 Park, Cheolwoo 8 Tibshirani, Robert John 8 Van de Geer, Sara Anna 7 Choi, Hosik 7 Fadili, Jalal M. 7 Galvao, Antonio F. jun. 7 Huang, Jian 7 Knight, Keith 7 Potscher, Benedikt M. 7 Tibshirani, Ryan J. 7 Wang, Mingqiu 7 Wu, Rongning 6 Ahmed, Syed Ejaz 6 Bondell, Howard D. 6 Cavaliere, Giuseppe 6 Chan, Ngai Hang 6 Girard, Stéphane 6 Hall, Peter Gavin 6 Lahiri, Soumendra Nath 6 Liu, Yufeng 6 Schneider, Ulrike 6 Shen, Xiaotong 6 Su, Liangjun 6 Yuan, Xiaoming 6 Zhu, Ji 6 Zou, Hui 5 Andrews, Beth 5 Bang, Sungwan 5 Bose, Arup 5 Bühlmann, Peter 5 Caner, Mehmet 5 Chen, Xiaojun 5 Ciuperca, Gabriela 5 Emura, Takeshi 5 Francq, Christian 5 Georgiev, Iliyan 5 Hallin, Marc 5 Hastie, Trevor John 5 James, Gareth M. 5 Johnson, Brent A. 5 Kato, Kengo 5 Koo, Ja-Yong 5 Leeb, Hannes 5 Liu, Huilan 5 Lv, Yazhao 5 Ma, Shuangge 5 Meinshausen, Nicolai 5 Meintanis, Simos G. 5 Reich, Brian James 5 Tian, Maozai 5 Wang, Jiangfeng 5 Wang, Kangning 5 Witten, Daniela M. 5 Xiao, Zhijie 5 Yoon, Youngjoo 5 Yoshida, Takuma 5 Zhang, Qingzhao 5 Zhu, Lixing 4 Alhamzawi, Rahim 4 Bai, Erwei 4 Chatterjee, Arindam Kumar 4 Chernozhukov, Victor 4 Dette, Holger 4 Fan, Jianqing 4 Gijbels, Irène 4 Giurcanu, Mihai C. 4 Han, Deren 4 He, Hongjin 4 He, Xuming 4 Hossain, Shakhawat 4 Jhun, Myoungshic Jhun 4 Jung, Yoonsuh 4 Kawano, Shuichi 4 Kong, Lingchen 4 Kulasekera, Karunarathna B. 4 Kwon, Sunghoon 4 Lambert-Lacroix, Sophie 4 Leng, Chenlei 4 Liang, Hua 4 Long, Qi 4 Ninomiya, Yoshiyuki 4 Pan, Baoguo 4 Pang, Jong-Shi 4 Scott, James G. 4 Song, Lixin 4 Song, Xinyuan ...and 1,725 more Authors
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### Cited in 171 Serials

 71 The Annals of Statistics 69 Computational Statistics and Data Analysis 58 Journal of Econometrics 47 Communications in Statistics. Theory and Methods 46 Electronic Journal of Statistics 42 Journal of Statistical Planning and Inference 36 Journal of Multivariate Analysis 32 Econometric Theory 31 Statistics & Probability Letters 26 Journal of the American Statistical Association 26 Journal of the Korean Statistical Society 26 The Annals of Applied Statistics 25 Statistical Papers 22 Annals of the Institute of Statistical Mathematics 22 Journal of Applied Statistics 21 Journal of Statistical Computation and Simulation 20 Computational Statistics 17 Communications in Statistics. Simulation and Computation 16 Biometrics 16 Journal of Time Series Analysis 14 Statistics and Computing 13 Journal of Nonparametric Statistics 13 Journal of Computational and Graphical Statistics 12 Bernoulli 11 Statistical Science 11 Econometric Reviews 10 Statistics 10 Stochastic Processes and their Applications 10 SIAM Journal on Optimization 10 Journal of Machine Learning Research (JMLR) 9 Metrika 9 Mathematical Programming. Series A. Series B 8 The Canadian Journal of Statistics 8 Journal of the Royal Statistical Society. Series B. Statistical Methodology 6 Acta Mathematicae Applicatae Sinica. English Series 6 Machine Learning 6 Computational Optimization and Applications 6 Mathematical Methods of Statistics 6 Advances in Data Analysis and Classification. ADAC 5 Scandinavian Journal of Statistics 5 Journal of Optimization Theory and Applications 5 Statistica Sinica 5 Optimization Methods & Software 5 Acta Mathematica Sinica. English Series 5 Statistical Analysis and Data Mining 5 AStA. Advances in Statistical Analysis 5 Science China. Mathematics 5 Journal of Probability and Statistics 4 Psychometrika 4 Automatica 4 Probability Theory and Related Fields 4 European Journal of Operational Research 4 Test 4 Brazilian Journal of Probability and Statistics 4 Journal of Systems Science and Complexity 4 Statistical Modelling 4 Bayesian Analysis 3 Applied Mathematics and Computation 3 Biometrical Journal 3 Journal of Computational and Applied Mathematics 3 Journal of Complexity 3 Journal of Scientific Computing 3 Numerical Algorithms 3 Automation and Remote Control 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Journal of Inequalities and Applications 3 Australian & New Zealand Journal of Statistics 3 Extremes 3 Statistical Applications in Genetics and Molecular Biology 3 Optimization Letters 3 Sankhyā. Series A 3 Japanese Journal of Statistics and Data Science 3 SIAM Journal on Mathematics of Data Science 2 Mathematical Biosciences 2 Mathematics of Computation 2 Insurance Mathematics & Economics 2 Chinese Annals of Mathematics. Series B 2 Sequential Analysis 2 Annals of Operations Research 2 Neural Computation 2 Economics Letters 2 Journal of Global Optimization 2 Journal of Mathematical Imaging and Vision 2 Applied and Computational Harmonic Analysis 2 The Econometrics Journal 2 Methodology and Computing in Applied Probability 2 Biostatistics 2 Computational Management Science 2 Statistical Methods and Applications 2 Advances in Difference Equations 2 Statistical Methodology 2 Computational & Mathematical Methods in Medicine 2 Journal of Statistical Theory and Practice 2 SIAM Journal on Imaging Sciences 2 Mathematical Programming Computation 2 Statistics Surveys 2 Journal of Agricultural, Biological, and Environmental Statistics 2 Journal of the Operations Research Society of China 1 Applicable Analysis 1 Artificial Intelligence ...and 71 more Serials
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### Cited in 28 Fields

 993 Statistics (62-XX) 171 Numerical analysis (65-XX) 113 Operations research, mathematical programming (90-XX) 80 Probability theory and stochastic processes (60-XX) 49 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 46 Computer science (68-XX) 26 Biology and other natural sciences (92-XX) 21 Calculus of variations and optimal control; optimization (49-XX) 17 Systems theory; control (93-XX) 15 Information and communication theory, circuits (94-XX) 13 Combinatorics (05-XX) 7 Operator theory (47-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 2 General and overarching topics; collections (00-XX) 2 Approximations and expansions (41-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Functional analysis (46-XX) 2 Manifolds and cell complexes (57-XX) 2 Mechanics of deformable solids (74-XX) 2 Geophysics (86-XX) 1 History and biography (01-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX)