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 3 16 647
Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? 0 1 1 82 2 6 23 490
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 133 1 3 17 420
On various confidence intervals post-model-selection 0 0 0 33 0 7 10 85
On various confidence intervals post-model-selection 0 0 0 29 0 5 15 61
Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator 0 0 0 394 0 1 19 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 0 2 8 987
The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations 0 1 1 9 0 2 5 53
The variance of an integrated process need not diverge to infinity 0 0 0 107 0 2 13 447
Total Working Papers 0 2 2 1,545 4 31 132 4,875
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 7 21 176
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 12 211 1 10 43 581
On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection 0 0 0 46 0 2 17 204
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding 0 0 0 54 0 5 14 328
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS 0 0 0 18 0 6 9 84
Sparse estimators and the oracle property, or the return of Hodges' estimator 0 0 0 99 0 4 21 332
THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS 0 0 0 19 0 3 18 109
THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES 0 0 0 6 0 2 6 48
Total Journal Articles 1 3 12 498 1 39 153 1,897


Statistics updated 2026-07-10