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Author ID: knight.keith Recent zbMATH articles by "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

Publications by Year

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
381
2005
Asymptotics for Lasso-type estimators. Zbl 1105.62357
Knight, Keith; Fu, Wenjiang
335
2000
Limiting distributions for \(L_1\) regression estimators under general conditions. Zbl 0929.62021
Knight, Keith
214
1998
M-estimation for autoregression with infinite variance. Zbl 0801.62081
Davis, Richard A.; Knight, Keith; Liu, Jian
98
1992
Limit theory for autoregressive-parameter estimates in an infinite- variance random walk. Zbl 0697.62023
Knight, Keith
46
1989
On the bootstrap of the sample mean in the infinite variance case. Zbl 0687.62017
Knight, Keith
30
1989
The covariance inflation criterion for adaptive model selection. Zbl 0924.62031
Tibshirani, Robert; Knight, Keith
24
1999
Mathematical statistics. Zbl 0935.62002
Knight, Keith
24
2000
Limiting distributions of linear programming estimators. Zbl 1008.62065
Knight, Keith
24
2001
Rate of convergence of centred estimates of autoregressive parameters for infinite variance autoregressions. Zbl 0659.62107
Knight, Keith
17
1987
Asymptotics for \(L_1\)-estimators of regression parameters under heteroscedasticity. Zbl 0946.62024
Knight, Keith
12
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
10
2013
Bootstrapping point processes with some applications. Zbl 0997.60053
Zarepour, M.; Knight, K.
8
1999
A note on unit root tests with infinite variance noise. Zbl 1172.62027
Samarakoon, D. M. Mahinda; Knight, Keith
7
2009
Consistency of Araike’s information criterion for infinite variance autoregressive processes. Zbl 0672.62092
Knight, Keith
6
1989
Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law. Zbl 0919.62110
Zarepour, M.; Knight, K.
6
1999
Bootstrapping sample quantiles in non-regular cases. Zbl 1246.62115
Knight, Keith
5
1998
Some limit theory for \(L_1\)-estimators in autoregressive models under general conditions. Zbl 0935.62095
Knight, Keith
5
1997
Nonstandard quantile-regression inference. Zbl 1284.62215
Goh, S. C.; Knight, K.
4
2009
Shrinkage estimation for nearly singular designs. Zbl 1284.62445
Knight, Keith
4
2008
On the empirical measure of the Fourier coefficients with infinite variance data. Zbl 0745.60018
Knight, Keith
3
1991
A “Delta method” approach to Bahadur–Kiefer theorems. Zbl 0921.62060
Knight, Keith
2
1998
Asymptotic theory for \(M\)-estimators of boundaries. Zbl 1270.62052
Knight, Keith
2
2006
What are the limiting distributions of quantile estimators? Zbl 1460.62027
Knight, Keith
2
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
10
2013
A note on unit root tests with infinite variance noise. Zbl 1172.62027
Samarakoon, D. M. Mahinda; Knight, Keith
7
2009
Nonstandard quantile-regression inference. Zbl 1284.62215
Goh, S. C.; Knight, K.
4
2009
Shrinkage estimation for nearly singular designs. Zbl 1284.62445
Knight, Keith
4
2008
Asymptotic theory for \(M\)-estimators of boundaries. Zbl 1270.62052
Knight, Keith
2
2006
Sparsity and smoothness via the fused lasso. Zbl 1060.62049
Tibshirani, Robert; Saunders, Michael; Rosset, Saharon; Zhu, Ji; Knight, Keith
381
2005
What are the limiting distributions of quantile estimators? Zbl 1460.62027
Knight, Keith
2
2002
Limiting distributions of linear programming estimators. Zbl 1008.62065
Knight, Keith
24
2001
Asymptotics for Lasso-type estimators. Zbl 1105.62357
Knight, Keith; Fu, Wenjiang
335
2000
Mathematical statistics. Zbl 0935.62002
Knight, Keith
24
2000
The covariance inflation criterion for adaptive model selection. Zbl 0924.62031
Tibshirani, Robert; Knight, Keith
24
1999
Asymptotics for \(L_1\)-estimators of regression parameters under heteroscedasticity. Zbl 0946.62024
Knight, Keith
12
1999
Bootstrapping point processes with some applications. Zbl 0997.60053
Zarepour, M.; Knight, K.
8
1999
Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law. Zbl 0919.62110
Zarepour, M.; Knight, K.
6
1999
Limiting distributions for \(L_1\) regression estimators under general conditions. Zbl 0929.62021
Knight, Keith
214
1998
Bootstrapping sample quantiles in non-regular cases. Zbl 1246.62115
Knight, Keith
5
1998
A “Delta method” approach to Bahadur–Kiefer theorems. Zbl 0921.62060
Knight, Keith
2
1998
Some limit theory for \(L_1\)-estimators in autoregressive models under general conditions. Zbl 0935.62095
Knight, Keith
5
1997
M-estimation for autoregression with infinite variance. Zbl 0801.62081
Davis, Richard A.; Knight, Keith; Liu, Jian
98
1992
On the empirical measure of the Fourier coefficients with infinite variance data. Zbl 0745.60018
Knight, Keith
3
1991
Limit theory for autoregressive-parameter estimates in an infinite- variance random walk. Zbl 0697.62023
Knight, Keith
46
1989
On the bootstrap of the sample mean in the infinite variance case. Zbl 0687.62017
Knight, Keith
30
1989
Consistency of Araike’s information criterion for infinite variance autoregressive processes. Zbl 0672.62092
Knight, Keith
6
1989
Rate of convergence of centred estimates of autoregressive parameters for infinite variance autoregressions. Zbl 0659.62107
Knight, Keith
17
1987
all top 5

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
all top 5

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

Citations by Year