Keith Knight

Available identifiers

zbMath Open knight.keithWikidataQ102167529 ScholiaQ102167529MaRDI QIDQ449897

List of research outcomes

Publication	Date of Publication	Type
The Penalized Analytic Center Estimator	2022-06-07	Paper
A continuous-time iteratively reweighted least squares algorithm for \(L_\infty\) estimation	2020-05-13	Paper
https://portal.mardi4nfdi.de/entity/Q2834315	2016-11-28	Paper
An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag	2013-01-25	Paper
Bootstrapping sample quantiles in non-regular cases	2012-09-02	Paper
A Note on Unit Root Tests with Infinite Variance Noise	2009-10-21	Paper
Asymptotics of the regression quantile basic solution under misspecification.	2009-08-17	Paper
SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS	2009-06-11	Paper
https://portal.mardi4nfdi.de/entity/Q5310527	2007-10-11	Paper
Asymptotic Theory for M-Estimators of Boundaries	2007-09-28	Paper
Sparsity and Smoothness Via the Fused Lasso	2005-05-06	Paper
Limiting distributions of linear programming estimators	2002-11-21	Paper
Asymptotics for Lasso-type estimators.	2002-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q4378665	2000-05-08	Paper
Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY	2000-03-21	Paper
https://portal.mardi4nfdi.de/entity/Q4935982	2000-01-20	Paper
Limiting distributions for \(L_1\) regression estimators under general conditions	1999-11-09	Paper
The Covariance Inflation Criterion for Adaptive Model Selection	1999-11-09	Paper
A "Delta Method" Approach to Bahadur-Kiefer Theorems	1999-08-10	Paper
M-estimation for autoregression with infinite variance	1992-06-28	Paper
On the empirical measure of the Fourier coefficients with infinite variance data	1992-06-27	Paper
Consistency of Araike's information criterion for infinite variance autoregressive processes	1989-01-01	Paper
On the bootstrap of the sample mean in the infinite variance case	1989-01-01	Paper
A note on the asymptotic covariance matrix of the Yule-Walker estimator	1989-01-01	Paper
Limit theory for autoregressive-parameter estimates in an infinite-variance random walk	1989-01-01	Paper
RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS	1987-01-01	Paper

Research outcomes over time

This page was built for person: Keith Knight