Access Statistics for Hannes Leeb

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators? 0 0 1 150 0 0 3 628
Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? 0 1 2 80 0 1 3 464
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 133 0 1 5 402
On various confidence intervals post-model-selection 0 0 1 33 1 2 3 75
On various confidence intervals post-model-selection 0 0 0 29 1 1 1 45
Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator 0 0 1 394 2 5 11 1,545
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values 0 0 0 51 0 1 1 112
The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations 0 0 1 557 0 2 4 977
The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations 0 0 0 8 0 0 1 48
The variance of an integrated process need not diverge to infinity 0 0 0 107 0 1 4 434
Total Working Papers 0 1 6 1,542 4 14 36 4,730
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? 0 0 1 41 0 1 7 153
CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results” 0 0 0 4 1 1 1 31
MODEL SELECTION AND INFERENCE: FACTS AND FICTION 1 3 21 196 3 15 75 527
On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection 0 0 0 46 0 0 0 187
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 1 54 0 1 3 311
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS 1 1 1 17 2 2 8 74
Sparse estimators and the oracle property, or the return of Hodges' estimator 1 3 10 98 2 10 31 310
THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS 1 1 2 19 1 2 5 88
THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES 0 0 0 6 0 0 1 42
Total Journal Articles 4 8 36 481 9 32 131 1,723


Statistics updated 2025-03-03