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 1 143 1 2 9 602
Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? 0 0 1 76 0 0 8 443
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 132 1 1 3 392
On various confidence intervals post-model-selection 0 0 0 31 0 0 0 66
On various confidence intervals post-model-selection 0 0 0 29 0 0 3 41
Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results 0 0 0 95 2 2 6 289
Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator 0 0 1 384 5 8 18 1,493
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values 0 0 0 50 0 0 4 105
The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations 0 0 1 554 1 1 6 961
The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations 0 0 0 7 0 1 1 40
The variance of an integrated process need not diverge to infinity 0 0 1 106 0 3 10 419
Total Working Papers 0 0 5 1,607 10 18 68 4,851


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 3 34 0 1 8 112
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 1 2 28
MODEL SELECTION AND INFERENCE: FACTS AND FICTION 2 2 7 103 5 7 24 283
On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection 0 0 0 46 0 0 5 184
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 51 1 2 4 239
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS 0 0 0 15 0 1 4 58
Sparse estimators and the oracle property, or the return of Hodges' estimator 0 0 0 65 0 2 6 208
THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS 0 0 0 15 0 1 1 69
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 1 1 40
Total Journal Articles 2 2 10 339 6 16 55 1,221


Statistics updated 2021-01-03