Keith Knight
Keith Knight
Professor Emeritus, University of Toronto
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Cited by
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Sparsity and smoothness via the fused lasso
R Tibshirani, M Saunders, S Rosset, J Zhu, K Knight
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2005
Asymptotics for lasso-type estimators
W Fu, K Knight
The Annals of statistics 28 (5), 1356-1378, 2000
Limiting Distributions for L1 Regression Estimators under General Conditions
K Knight
Annals of statistics, 755-770, 1998
M-estimation for autoregressions with infinite variance
RA Davis, K Knight, J Liu
Stochastic Processes and Their Applications 40 (1), 145-180, 1992
Treatment outcome in endodontics—The Toronto Study. Phases I and II: apical surgery
N Wang, K Knight, T Dao, S Friedman
Journal of Endodontics 30 (11), 751-761, 2004
The covariance inflation criterion for adaptive model selection
R Tibshirani, K Knight
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1999
Modulation of myofascial pain by the reproductive hormones: a preliminary report
TTT Dao, K Knight, V Ton-That
The Journal of prosthetic dentistry 79 (6), 663-670, 1998
Limit theory for autoregressive-parameter estimates in an infinite-variance random walk
K Knight
The Canadian Journal of Statistics/La Revue Canadienne de Statistique, 261-278, 1989
Statistical quality control analysis of forest fire activity in Canada
J Podur, DL Martell, K Knight
Canadian Journal of Forest Research 32 (2), 195-205, 2002
Model search by bootstrap “bumping”
R Tibshirani, K Knight
Journal of Computational and Graphical Statistics 8 (4), 671-686, 1999
On the bootstrap of the sample mean in the infinite variance case
K Knight
The Annals of Statistics, 1168-1175, 1989
Time-series analysis of the relation between influenza virus and hospital admissions of the elderly in Ontario, Canada, for pneumonia, chronic lung disease, and congestive …
REG Upshur, K Knight, V Goel
American Journal of Epidemiology 149 (1), 85-92, 1999
Epi-convergence in distribution and stochastic equi-semicontinuity
K Knight
Unpublished manuscript 37 (7), 14, 1999
Limit theory for M-estimates in an integrated infinite variance process
K Knight
Econometric Theory 7 (2), 200-212, 1991
Limiting distributions of linear programming estimators
K Knight
Extremes 4, 87-103, 2001
Quantile models and estimators for data analysis
GW Bassett Jr, MYS Tam, K Knight
Metrika 55, 17-26, 2002
Rate of convergence of centred estimates of autoregressive parameters for infinite variance autoregressions
K Knight
Journal of time series analysis 8 (1), 51-60, 1987
Consistency of Akaike's information criterion for infinite variance autoregressive processes
K Knight
The Annals of Statistics, 824-840, 1989
An alternative to unit root tests: Bridge estimators differentiate between nonstationary versus stationary models and select optimal lag
M Caner, K Knight
Journal of Statistical Planning and Inference 143 (4), 691-715, 2013
Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY
K Knight
Canadian Journal of Statistics 27 (3), 497-507, 1999
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