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 0 150 3 8 11 639
Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? 0 0 1 81 1 8 12 476
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 133 1 2 4 405
On various confidence intervals post-model-selection 0 0 0 29 2 4 7 51
On various confidence intervals post-model-selection 0 0 0 33 1 1 4 77
Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator 0 0 0 394 4 11 17 1,558
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values 0 0 0 51 1 1 3 114
The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations 0 0 0 557 1 3 6 982
The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations 0 0 0 8 1 3 3 51
The variance of an integrated process need not diverge to infinity 0 0 0 107 5 6 7 440
Total Working Papers 0 0 1 1,543 20 47 74 4,793
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 0 41 2 3 6 158
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 3 4 34
MODEL SELECTION AND INFERENCE: FACTS AND FICTION 1 5 12 206 8 15 41 561
On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection 0 0 0 46 1 1 1 188
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 54 0 2 6 316
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS 0 0 2 18 0 1 4 76
Sparse estimators and the oracle property, or the return of Hodges' estimator 0 0 3 99 7 11 21 325
THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS 0 0 1 19 8 12 17 103
THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES 0 0 0 6 1 1 1 43
Total Journal Articles 1 5 18 493 28 49 101 1,804


Statistics updated 2026-01-08