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? 1 1 3 148 1 1 6 621
Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? 0 0 0 76 0 1 4 454
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 133 2 2 3 397
On various confidence intervals post-model-selection 0 1 1 32 0 1 1 72
On various confidence intervals post-model-selection 0 0 0 29 0 0 0 44
Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results 0 0 0 95 0 1 2 295
Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator 0 0 0 386 3 4 16 1,524
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values 0 0 1 51 0 0 3 110
The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations 0 1 1 555 0 1 5 969
The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations 0 0 1 8 0 0 3 46
The variance of an integrated process need not diverge to infinity 0 0 0 107 0 0 3 430
Total Working Papers 1 3 7 1,620 6 11 46 4,962


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 38 0 4 11 135
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 0 0 0 29
MODEL SELECTION AND INFERENCE: FACTS AND FICTION 6 9 30 149 7 13 62 394
On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection 0 0 0 46 0 1 1 186
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 52 0 0 1 303
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS 0 0 1 16 0 0 3 64
Sparse estimators and the oracle property, or the return of Hodges' estimator 0 1 4 73 1 3 20 238
THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS 0 0 2 17 0 0 6 81
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 0 41
Total Journal Articles 6 10 38 401 8 21 104 1,471


Statistics updated 2022-11-05