| Year |
Citation |
Score |
| 2020 |
Soltanifar M, Knight K, Dupuis A, Schachar R, Escobar M. 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. Brain Sciences. 10. PMID 32872438 DOI: 10.3390/Brainsci10090598 |
0.385 |
|
| 2016 |
Knight K. The Penalized Analytic Center Estimator Econometric Reviews. 35: 1471-1484. DOI: 10.1080/07474938.2015.1092800 |
0.407 |
|
| 2013 |
Caner M, Knight K. An alternative to unit root tests: Bridge estimators differentiate between nonstationary versus stationary models and select optimal lag Journal of Statistical Planning and Inference. 143: 691-715. DOI: 10.1016/J.Jspi.2012.10.009 |
0.468 |
|
| 2009 |
Goh C, Knight K. Nonstandard Quantile-Regression Inference Econometric Theory. 25: 1415-1432. DOI: 10.2139/Ssrn.656221 |
0.427 |
|
| 2009 |
Samarakoon DMM, Knight K. A Note on Unit Root Tests with Infinite Variance Noise Econometric Reviews. 28: 314-334. DOI: 10.1080/07474930802458638 |
0.408 |
|
| 2008 |
Knight K. Shrinkage Estimation For Nearly Singular Designs Econometric Theory. 24: 323-337. DOI: 10.1017/S0266466608080146 |
0.437 |
|
| 2008 |
Knight K. Asymptotics of the regression quantile basic solution under misspecification Applications of Mathematics. 53: 223-234. DOI: 10.1007/S10492-008-0006-0 |
0.363 |
|
| 2005 |
Tibshirani R, Saunders M, Rosset S, Zhu J, Knight K. Sparsity and smoothness via the fused lasso Journal of the Royal Statistical Society: Series B (Statistical Methodology). 67: 91-108. DOI: 10.1111/J.1467-9868.2005.00490.X |
0.328 |
|
| 2004 |
Efron B, Hastie T, Johnstone I, Tibshirani R, Ishwaran H, Knight K, Loubes JM, Massart P, Madigan D, Ridgeway G, Rosset S, Zhu JI, Stine RA, Turlach BA, Weisberg S. Least angle regression Annals of Statistics. 32: 407-499. DOI: 10.1214/009053604000000067 |
0.403 |
|
| 2002 |
Bassett GW, Tam MS, Knight K. Quantile models and estimators for data analysis Metrika. 55: 77-87. DOI: 10.1007/978-3-642-57338-5_6 |
0.412 |
|
| 2001 |
Knight K. Limiting Distributions of Linear Programming Estimators Extremes. 4: 87-103. DOI: 10.1023/A:1013991808181 |
0.495 |
|
| 2000 |
Knight K, Fu W. Asymptotics for lasso-type estimators Annals of Statistics. 28: 1356-1378. DOI: 10.1214/Aos/1015957397 |
0.502 |
|
| 1999 |
Knight K. Asymptotics for L1‐estimators of regression parameters under heteroscedasticityY Canadian Journal of Statistics-Revue Canadienne De Statistique. 27: 497-507. DOI: 10.2307/3316107 |
0.352 |
|
| 1999 |
Tibshirani R, Knight K. The Covariance Inflation Criterion for Adaptive Model Selection Journal of the Royal Statistical Society: Series B (Statistical Methodology). 61: 529-546. DOI: 10.1111/1467-9868.00191 |
0.303 |
|
| 1999 |
Zarepour M, Knight K. Bootstrapping unstable first order autoregressive process with errors in the domain of attraction of stable law Stochastic Models. 15: 11-27. DOI: 10.1080/15326349908807523 |
0.453 |
|
| 1999 |
Tibshirani R, Knight K. Model Search by Bootstrap “Bumping” Journal of Computational and Graphical Statistics. 8: 671-686. DOI: 10.1080/10618600.1999.10474842 |
0.407 |
|
| 1999 |
Zarepour M, Knight K. Bootstrapping point processes with some applications Stochastic Processes and Their Applications. 84: 81-90. DOI: 10.1016/S0304-4149(99)00052-6 |
0.322 |
|
| 1998 |
Knight K. Limiting distributions for $L\sb 1$ regression estimators under general conditions Annals of Statistics. 26: 755-770. DOI: 10.1214/Aos/1028144858 |
0.442 |
|
| 1998 |
Knight K. A Delta Method Approach To Bahadur-Kiefer Theorems Scandinavian Journal of Statistics. 25: 555-568. DOI: 10.1111/1467-9469.T01-1-00120 |
0.353 |
|
| 1998 |
Knight K. Bootstrapping sample quantiles in non-regular cases Statistics & Probability Letters. 37: 259-267. DOI: 10.1016/S0167-7152(97)00125-9 |
0.339 |
|
| 1993 |
Knight K. Estimation in dynamic linear regression models with infinite variance errors Econometric Theory. 9: 570-588. DOI: 10.1017/S0266466600007982 |
0.473 |
|
| 1992 |
Davis RA, Knight K, Liu J. M-estimation for autoregressions with infinite variance Stochastic Processes and Their Applications. 40: 145-180. DOI: 10.1016/0304-4149(92)90142-D |
0.474 |
|
| 1991 |
Knight K. Limit theory for m-estimates in an integrated infinite variance Econometric Theory. 7: 200-212. DOI: 10.1017/S0266466600004400 |
0.472 |
|
| 1991 |
Knight K. On the empirical measure of the Fourier coefficients with infinite variance data Statistics and Probability Letters. 12: 109-117. DOI: 10.1016/0167-7152(91)90053-T |
0.366 |
|
| 1989 |
Knight K. Limit theory for autoregressive‐parameter estimates in an infinite‐variance random walk Canadian Journal of Statistics-Revue Canadienne De Statistique. 17: 261-278. DOI: 10.2307/3315522 |
0.431 |
|
| 1989 |
Knight K. On the Bootstrap of the Sample Mean in the Infinite Variance Case Annals of Statistics. 17: 1168-1175. DOI: 10.1214/Aos/1176347262 |
0.302 |
|
| 1989 |
Knight K. Consistency of Akaike's Information Criterion for Infinite Variance Autoregressive Processes Annals of Statistics. 17: 824-840. DOI: 10.1214/Aos/1176347145 |
0.301 |
|
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