Keith Knight's Home Page

Contact information

This page is constantly under construction.

Some recent papers and other curiosities:

• Papers

  • Asymptotic theory for M-estimators of boundaries

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

  • What are the limiting distributions of quantile estimators?

  • Comparing conditional quantile estimators: first and second order considerations (February 2001 revision)

  • On the second order behaviour of the bootstrap of L1 regression estimators (October 2002 revision)

  • Epi-convergence in distribution and stochastic equi-semicontinuity

  • Asymptotics for L1 regression estimators under general conditions (a shorter version of this paper appears in the April 1998 issue of the Annals of Statistics)

• Talks

  • Regression quantiles: second order considerations (Talk given at Czech-American Workshop on Quantile Regression in Liberec, Czech Republic, July 2001)

  • Bahadur-Kiefer theorems and the bootstrap (Talk given at "Workshop on Inference and Asymptotics", Ascona in July, 2000)

  • Asymptotics of regression shrinkage/selection estimation (Talk given at "Workshop on Recent Developments in Regression", Neuchatel in May, 2000)

  • Convergence of argmin estimators (Talk given at UofT in March, 1999)

  • The covariance inflation criterion for model selection (with Rob Tibshirani; talk given at "6th Purdue Symposium" in June, 1998)

  • Estimation for linear time series models using shrinkage (Talk given at the CRM in March, 1998)

• Some selected handouts

  • Notes on asymptotic estimation theory for integrated and cointegrated processes (Short course given at Neuchatel in August, 1997)

  • Some useful results from probability theory (STA3000Y handout)

  • The Hajek representation theorem and asymptotic efficiency (STA3000Y handout)

  • A brief introduction to S-PLUS and Maple (STA2112F handout)

Shameless promotion

I have recently written a book Mathematical Statistics, which is published by Chapman&Hall/CRC .

Some interesting places to visit:

• Statistics and Mathematics Sites
  • Statistical Society of Canada
  • Institute of Mathematical Statistics
  • The Bernoulli Society
  • Annals of Statistics
  • The Fields Institute
  • Centre de Recherches Mathematiques in Montreal

• Some soccer related sites from around the world
  • FIFA's Home Page
  • Soccernet - News from around the world
  • World Soccer - an English language monthly
  • Onze Mondial - a French soccer monthly
  • Calcio 2000 - an Italian soccer monthly
  • La Gazzetta dello Sport - an Italian sports daily
  • L'Equipe - a French sports daily