Keith Knight

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Person:449897

Available identifiers

zbMath Open knight.keithWikidataQ102167529 ScholiaQ102167529MaRDI QIDQ449897

List of research outcomes

PublicationDate of PublicationType
The Penalized Analytic Center Estimator2022-06-07Paper
A continuous-time iteratively reweighted least squares algorithm for \(L_\infty\) estimation2020-05-13Paper
https://portal.mardi4nfdi.de/entity/Q28343152016-11-28Paper
An alternative to unit root tests: bridge estimators differentiate between nonstationary versus stationary models and select optimal lag2013-01-25Paper
Bootstrapping sample quantiles in non-regular cases2012-09-02Paper
A Note on Unit Root Tests with Infinite Variance Noise2009-10-21Paper
Asymptotics of the regression quantile basic solution under misspecification.2009-08-17Paper
SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS2009-06-11Paper
https://portal.mardi4nfdi.de/entity/Q53105272007-10-11Paper
Asymptotic Theory for M-Estimators of Boundaries2007-09-28Paper
Sparsity and Smoothness Via the Fused Lasso2005-05-06Paper
Limiting distributions of linear programming estimators2002-11-21Paper
Asymptotics for Lasso-type estimators.2002-11-14Paper
https://portal.mardi4nfdi.de/entity/Q43786652000-05-08Paper
Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY2000-03-21Paper
https://portal.mardi4nfdi.de/entity/Q49359822000-01-20Paper
Limiting distributions for \(L_1\) regression estimators under general conditions1999-11-09Paper
The Covariance Inflation Criterion for Adaptive Model Selection1999-11-09Paper
A "Delta Method" Approach to Bahadur-Kiefer Theorems1999-08-10Paper
M-estimation for autoregression with infinite variance1992-06-28Paper
On the empirical measure of the Fourier coefficients with infinite variance data1992-06-27Paper
Consistency of Araike's information criterion for infinite variance autoregressive processes1989-01-01Paper
On the bootstrap of the sample mean in the infinite variance case1989-01-01Paper
A note on the asymptotic covariance matrix of the Yule-Walker estimator1989-01-01Paper
Limit theory for autoregressive-parameter estimates in an infinite-variance random walk1989-01-01Paper
RATE OF CONVERGENCE OF CENTRED ESTIMATES OF AUTOREGRESSIVE PARAMETERS FOR INFINITE VARIANCE AUTOREGRESSIONS1987-01-01Paper

Research outcomes over time


Doctoral students

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