K. Knight

发表

Asymptotics for lasso-type estimators

Wenjiang J. Fu, K. Knight, 2000 .

Sparsity and smoothness via the fused lasso

R. Tibshirani, K. Knight, S. Rosset, 2005 .

The Covariance Inflation Criterion for Adaptive Model Selection

R. Tibshirani, K. Knight, 1999 .

Stable Non-Gaussian Random Processes Gennady Samorodnitsky and Murad S. Taqqu Chapman and Hall, 1994

K. Knight, 1997, Econometric Theory.

Model Search by Bootstrap “Bumping”

R. Tibshirani, K. Knight, 1999 .

Limiting Distributions of Linear Programming Estimators

K. Knight, 2001 .

Quantile models and estimators for data analysis

K. Knight, G. Bassett, Mo‐Yin S. Tam, 2002 .

Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY

K. Knight, 1999 .

Asymptotic theory for M-estimators of boundaries

K. Knight, 2003 .

On the asymptotic distribution of the L∞ estimator in linear regression

K. Knight, 2017 .

On the asymptotic distribution of the analytic center estimator

K. Knight, 2010 .

On the asymptotic distribution of the Chebyshev estimator in linear regression

K. Knight, 2010 .

Quantile autoregression. Commentary

Jianqing Fan, Roger Koenker, Christian M. Hafner, 2006 .

M-estimation for autoregressions with infinite variance

Richard A. Davis, Keith Knight, K. Knight, 1992 .

A Continuous-Time Iteratively Reweighted Least Squares Algorithm for $$L_\infty $$ L ∞ Estimation

K. Knight, 2019, Springer Proceedings in Mathematics & Statistics.

The Penalized Analytic Center Estimator

K. Knight, 2016 .

A simple modification of the Hill estimator with applications to robustness and bias reduction

K. Knight, 2022 .

Bayesian CART Model Search: Comment

Robert Tibshirani, Rafal Kustra, Keith Knight, 1998 .

The boosted Hodrick-Prescott ﬁlter, penalized least squares, and Bernstein polynomials

K. Knight, 2022 .

What are the Limiting Distributions of Quantile Estimators

K. Knight, 2002 .

A Time Series-Based Point Estimation of Stop Signal Reaction Times: More Evidence on the Role of Reactive Inhibition-Proactive Inhibition Interplay on the SSRT Estimations †

M. Escobar, K. Knight, R. Schachar, 2020, Brain sciences.

Some limit theory for $L\sb 1$-estimators in autoregressive models under general conditions

K. Knight, 1997 .

Quantile models and estimators for data analysis

K. Knight, Mo‐Yin S. Tam, Gilbert W. Bassett Jr., 2002 .

On the empirical measure of the Fourier coefficients with infinite variance data

K. Knight, 1991 .

Limit theory for autoregressive‐parameter estimates in an infinite‐variance random walk

K. Knight, 1989 .

Comment

K. Knight, 2006 .

Elemental Estimates, Influence, and Algorithmic Leveraging

K. Knight, 2016 .

Principles of point estimation

Keith Knight, K. Knight, 1999, Statistics.

Consistency of Akaike's Information Criterion for Infinite Variance Autoregressive Processes

K. Knight, 1989 .

Limiting distributions for $L\sb 1$ regression estimators under general conditions

Keith Knight, K. Knight, 1998 .

Comparing Conditional Quantile Estimators: Rst and Second Order Considerations

K. Knight, 2022 .

Leverage in penalized least squares estimation

K. Knight, 2021 .

A Note on Unit Root Tests with Infinite Variance Noise

K. Knight, D. Samarakoon, 2009 .

Model Search and Inference By Bootstrap "bumping

Robert Tibshirani, Keith Knight, R. Tibshirani, 1995 .

Epi-convergence in distribution and

Keith Knight, K. Knight, 1997 .

Modulation of myofascial pain by the reproductive hormones: a preliminary report.

K. Knight, T. Dao, V. Ton-That, 1998, The Journal of prosthetic dentistry.

Some asymptotics for elemental subsets in regression with applications

K. Knight, 2021 .

A note on the asymptotic covariance matrix of the Yule--Walker estimator

K. Knight, 1989 .

Digitized by the Internet Archive in 2011 with Funding from Conditional Extremes and Near-extremes Conditional Extremes and Near-extremes Conditional Extremes and Near-extremes Discussions and from Whom I Learned a Great Deal; and Also Friends

Anil K. Bera, K. Knight, R. Koenker, 2011 .

NONSTANDARD QUANTILE-REGRESSION INFERENCE

K. Knight, Chuan Goh, 2009, Econometric Theory.

Asymptotics of the regression quantile basic solution under misspecification

K. Knight, 2008 .

Applications of Mathematics

K. Knight, 2020 .

A DIAGNOSTIC FOR DENSITY HOMOGENEITY IN QUANTILE REGRESSION

K. Knight, 2008 .

An alternative to unit root tests: Bridge estimators differentiate between nonstationary versus stationary models and select optimal lag

K. Knight, Mehmet Caner, 2013 .

SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS

Keith Knight, K. Knight, 2007, Econometric Theory.

Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY

K. Knight, 1999 .

Estimation in Dynamic Linear Regression Models with Infinite Variance Errors

K. Knight, 1993, Econometric Theory.

Transformation-based density estimation

K. Knight, 2006 .

No Country for Old Unit Root Tests: Bridge Estimators Differentiate between Nonstationary Versus Stationary Models and Select Optimal Lag

K. Knight, Mehmet Caner, 2008 .

Limit Theory for M-Estimates in an Integrated Infinite Variance

K. Knight, 1991, Econometric Theory.

Second order improvements of sample quantiles using subsamples

K. Knight, 2022 .

On the Bootstrap of the Sample Mean in the Infinite Variance Case

Keith Knight, K. Knight, 1989 .

A “Delta Method” Approach to Bahadur–Kiefer Theorems

K. Knight, 1998 .

Likelihood-based Estimation

Keith Knight, K. Knight, 1999, Mathematical Statistics.

Bootstrapping point processes with some applications

K. Knight, M. Zarepour, 1999 .

Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law

Mahmoud Zarepour, K. Knight, M. Zarepour, 1999 .