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 8 13 641
Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? 0 0 1 81 4 10 16 480
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 133 8 10 11 413
On various confidence intervals post-model-selection 0 0 0 33 0 1 3 77
On various confidence intervals post-model-selection 0 0 0 29 1 4 8 52
Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator 0 0 0 394 3 11 18 1,561
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values 0 0 0 51 5 6 7 119
The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations 0 0 0 557 2 3 7 984
The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations 0 0 0 8 0 2 3 51
The variance of an integrated process need not diverge to infinity 0 0 0 107 5 11 11 445
Total Working Papers 0 0 1 1,543 30 66 97 4,823
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 10 13 15 168
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 5 35
MODEL SELECTION AND INFERENCE: FACTS AND FICTION 0 3 11 206 4 15 41 565
On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection 0 0 0 46 13 14 14 201
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 54 4 5 9 320
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS 0 0 2 18 1 1 5 77
Sparse estimators and the oracle property, or the return of Hodges' estimator 0 0 2 99 2 11 19 327
THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS 0 0 1 19 3 14 19 106
THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES 0 0 0 6 3 4 4 46
Total Journal Articles 0 3 16 493 41 80 131 1,845


Statistics updated 2026-02-12