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 2 5 18 646
Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? 1 1 2 82 3 7 21 487
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 133 2 6 17 419
On various confidence intervals post-model-selection 0 0 0 29 4 8 14 60
On various confidence intervals post-model-selection 0 0 0 33 7 8 10 85
Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator 0 0 0 394 1 5 20 1,566
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values 0 0 0 51 0 0 6 119
The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations 0 0 0 557 2 3 8 987
The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations 0 0 0 8 1 1 4 52
The variance of an integrated process need not diverge to infinity 0 0 0 107 2 2 13 447
Total Working Papers 1 1 2 1,544 24 45 131 4,868
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 6 7 21 175
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 4 35
MODEL SELECTION AND INFERENCE: FACTS AND FICTION 1 3 11 209 2 8 40 573
On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection 0 0 0 46 2 3 17 204
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 54 4 7 15 327
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS 0 0 0 18 5 6 8 83
Sparse estimators and the oracle property, or the return of Hodges' estimator 0 0 1 99 4 5 22 332
THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS 0 0 0 19 3 3 20 109
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 5 47
Total Journal Articles 1 3 12 496 27 40 152 1,885


Statistics updated 2026-05-06