Keith Knight

Sparsity and Smoothness Via the Fused Lasso

Robert Tibshirani, Michael A. Saunders, Saharon Rosset et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2004 · 2.8K citations

Engineering, Machine Learning, Feature Selection +18

Asymptotics for lasso-type estimators

Wenjiang Fu, Keith Knight · The Annals of Statistics · 2000 · 1.3K citations · Full text

Engineering, High-dimensional Method, Positive Probability Mass +8

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

Keith Knight · The Annals of Statistics · 1998 · 488 citations · Full text

Regression Estimators, Density Estimation, Engineering +11

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

Keith Knight · Econometric Theory · 1997 · 392 citations

Get Access Link, Humanities, Engineering +8

M-estimation for autoregressions with infinite variance

Richard A. Davis, Keith Knight, Jian Liu · Stochastic Processes and their Applications · 1992 · 230 citations

Parameter Estimation, Engineering, Estimation Statistic +4