Keith Knight

6.6k citations
37 papers · 4.2k · 2 hit papers · h-index 21

Impact in

    • Statistical Methods and Inference
    • Advanced Statistical Methods and Models
    • Statistical Methods and Bayesian Inference
  • Finance top 1%
    • Financial Risk and Volatility Modeling

Papers in

    • Statistical Methods and Inference 26
    • Advanced Statistical Methods and Models 16
    • Statistical Methods and Bayesian Inference 3
    • Statistical Distribution Estimation and Applications 2
    • Financial Risk and Volatility Modeling 11
    • Stochastic processes and financial applications 5

Keith Knight

37 papers receiving 4.0k citations

Keith Knight's Hit Papers

Sparsity and Smoothness Via the Fused Lasso 2004 · 1.7k citations
1.7k0+8+17Years since publication50010001.5k

Peers

Keith Knight
Comparison fields: 5 of 170
  • Statistics and Probability 2.1k
  • Finance 681
  • General Economics, Econometrics and Finance 323
  • Statistics, Probability and Uncertainty 204
  • Computational Mechanics 562
Replace Vladimir Spokoiny with:
Vladimir Spokoiny Germany
Jinchi Lv United States
Enno Mammen Germany
Yuhong Yang United States
Peter Hall Australia
Sara van de Geer Switzerland
R. L. Eubank United States
Irène Gijbels Belgium
Michael S. Smith United States
Ker-Chau Li United States
Keith Knight relative to Vladimir Spokoiny Germany Vladimir Spokoiny's profile →
Citations per field
00.5×2.8×
Vladimir Spokoiny · 1×
Citations per year

Countries citing papers authored by Keith Knight

Since Specialization
Citations

This map shows the geographic impact of Keith Knight's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Keith Knight with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Keith Knight more than expected).

Fields of papers citing papers by Keith Knight

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Keith Knight. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Keith Knight. The network helps show where Keith Knight may publish in the future.

Co-authors

The 15 scholars most cited alongside Keith Knight, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Keith Knight Line = papers co-authored together Keith Knight links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 37 papers — load more, or switch the sort, to bring in the rest.

#Work
1
Sparsity and Smoothness Via the Fused Lasso
Hit paper breakdown →
20041661
2
Asymptotics for lasso-type estimators
Hit paper breakdown →
2000830
3 1998353
4 1997262
5 1992167
6 1999134
7 200286
8 199982
9 198982
10 199961
11 198957
12
A Course in Mathematical Statistics
199748
13 199943
14 199139
15 200133
16
LIMIT THEORY FOR M-ESTIMATES IN AN INTEGRATED INFINITE VARIANCE PROCESS
199132
17 198730
18 201222
19 199922
20 198922

About Keith Knight

Keith Knight is a scholar working on Statistics and Probability, Finance, Artificial Intelligence, Control and Systems Engineering and Management Science and Operations Research, having authored 37 papers that have together received 4.2k indexed citations. Recurring topics across this work include Statistical Methods and Inference (26 papers), Advanced Statistical Methods and Models (16 papers), Financial Risk and Volatility Modeling (11 papers), Stochastic processes and financial applications (5 papers), Control Systems and Identification (3 papers), Statistical Methods and Bayesian Inference (3 papers), Statistical Distribution Estimation and Applications (2 papers) and Stochastic processes and statistical mechanics (2 papers). The work is most often cited by research in Statistics and Probability (2.1k citations), Finance (681 citations), General Economics, Econometrics and Finance (323 citations), Statistics, Probability and Uncertainty (204 citations) and Computational Mechanics (562 citations). Keith Knight has collaborated with scholars based in Canada and United States. Frequent co-authors include Wenjiang Fu, Robert Tibshirani, Ji Zhu, Saharon Rosset, Michael A. Saunders, Richard A. Davis, Jian Liu, David L. Martell, Justin Podur and Mehmet Caner. Their work appears in journals such as Econometric Theory, The Annals of Statistics, Canadian Journal of Statistics, Journal of the Royal Statistical Society Series B (Statistical Methodology) and Stochastic Processes and their Applications.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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