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 1 6 14 642
Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? 0 0 1 81 4 9 20 484
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 133 3 12 14 416
On various confidence intervals post-model-selection 0 0 0 29 3 6 10 55
On various confidence intervals post-model-selection 0 0 0 33 0 1 2 77
Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator 0 0 0 394 0 7 16 1,561
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values 0 0 0 51 0 6 7 119
The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations 0 0 0 557 1 4 8 985
The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations 0 0 0 8 0 1 3 51
The variance of an integrated process need not diverge to infinity 0 0 0 107 0 10 11 445
Total Working Papers 0 0 1 1,543 12 62 105 4,835
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 1 13 16 169
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 2 4 35
MODEL SELECTION AND INFERENCE: FACTS AND FICTION 1 2 11 207 4 16 42 569
On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection 0 0 0 46 0 14 14 201
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 54 1 5 10 321
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS 0 0 1 18 0 1 3 77
Sparse estimators and the oracle property, or the return of Hodges' estimator 0 0 1 99 0 9 17 327
THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS 0 0 0 19 0 11 18 106
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 4 4 46
Total Journal Articles 1 2 13 494 6 75 128 1,851


Statistics updated 2026-03-04