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 0 0 3 631
Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? 0 0 2 81 0 1 6 468
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 133 0 0 2 403
On various confidence intervals post-model-selection 0 0 0 29 0 1 3 47
On various confidence intervals post-model-selection 0 0 0 33 1 1 3 76
Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator 0 0 0 394 0 0 7 1,547
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values 0 0 0 51 0 0 2 113
The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations 0 0 0 557 0 0 4 979
The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations 0 0 0 8 0 0 0 48
The variance of an integrated process need not diverge to infinity 0 0 0 107 0 0 3 434
Total Working Papers 0 0 2 1,543 1 3 33 4,746
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 0 0 6 155
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 1 31
MODEL SELECTION AND INFERENCE: FACTS AND FICTION 1 2 14 201 1 8 54 546
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 0 54 0 0 5 314
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 0 4 75
Sparse estimators and the oracle property, or the return of Hodges' estimator 0 0 4 99 1 3 15 314
THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS 0 0 1 19 0 0 5 91
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 1 2 21 488 2 11 91 1,755


Statistics updated 2025-10-06