Keith Knight's Home Page

Contact information

This page is constantly under construction.

• Recent (and not so recent) papers

  • Transformation-based density estimation (really old!)

  • Second order improvements of sample quantiles using subsamples (with Gib Bassett)

  • A simple modification of the Hill estimator with applications to robustness and bias reduction

  • On the asymptotic distribution of the L_infinity estimator in linear regression (revised June 2020)

  • Elemental estimates, influence, and algorithmic leveraging (revised August 2017)

  • Some asymptotics for elemental subsets in regression with applications

  • Leverage in penalized least squares estimation

  • Shrinkage estimation, model averaging, and degrees of freedom

  • The boosted Hodrick-Prescott filter, penalized least squares, and Bernstein polynomials

• Book

  • Mathematical Statistics (publisher Chapman & Hall/CRC)

• Some teaching stuff

  • Some non-standard asymptotic distributions for MLEs

  • Using the FFT to determine the distribution of a sum of independent random variables

  • On the sum of 12 independent uniform random variables

  • Maximum likelihood estimation of the location parameter of a Cauchy distribution

  • Jackknife variance estimator for the sample median

  • The Colley matrix method for ranking

  • The Birthday Problem with non-uniform probabilities

  • Hazard functions and hitting streaks