Hannes Leeb
Hannes Leeb
Professor of Statistics, University of Vienna
Verified email at univie.ac.at - Homepage
Title
Cited by
Cited by
Year
Model selection and inference: Facts and fiction
H Leeb, BM Pötscher
Econometric Theory, 21-59, 2005
6582005
Model selection and inference: Facts and fiction
H Leeb, BM Pötscher
Econometric Theory, 21-59, 2005
6582005
Can one estimate the conditional distribution of post-model-selection estimators?
H Leeb, BM Pötscher
The Annals of Statistics 34 (5), 2554-2591, 2006
2432006
Sparse estimators and the oracle property, or the return of Hodges’ estimator
H Leeb, BM Pötscher
Journal of Econometrics 142 (1), 201-211, 2008
2092008
Can one estimate the unconditional distribution of post-model-selection estimators?
H Leeb, BM Pötscher
Econometric Theory, 338-376, 2008
1702008
On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding
BM Pötscher, H Leeb
Journal of Multivariate Analysis 100 (9), 2065-2082, 2009
1542009
The finite-sample distribution of post-model-selection estimators and uniform versus nonuniform approximations
H Leeb, BM Pötscher
Econometric Theory, 100-142, 2003
1502003
Three-dimensional morphometry in scanning electron microscopy: a technique for accurate dimensional and angular measurements of microstructures using stereopaired digitized …
B Minnich, H Leeb, EWN Bernroider, A Lametschwandtner
Journal of microscopy 195 (1), 23-33, 1999
1011999
Model selection
H Leeb, BM Pötscher
Handbook of Financial Time Series, 889-925, 2009
872009
On the large-sample minimal coverage probability of confidence intervals after model selection
P Kabaila, H Leeb
Journal of the American Statistical Association 101 (474), 619-629, 2006
802006
Inversive and linear congruential pseudorandom number generators in empirical tests
H Leeb, S Wegenkittl
ACM Transactions on Modeling and Computer Simulation (TOMACS) 7 (2), 272-286, 1997
711997
Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results
H Leeb, BM Pötscher
Econometric Theory, 69-97, 2006
622006
Dyadic diaphony
P Hellekalek, H Leeb
Acta Arithmetica 80 (2), 187-196, 1997
561997
On various confidence intervals post-model-selection
H Leeb, BM Pötscher, K Ewald
Statistical Science 30 (2), 216-227, 2015
482015
Conditional predictive inference post model selection
H Leeb
Annals of statistics 37 (5B), 2838-2876, 2009
352009
Valid confidence intervals for post-model-selection predictors
F Bachoc, H Leeb, BM Pötscher
arXiv preprint arXiv:1412.4605, 2014
34*2014
Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
H Leeb
Bernoulli 14 (3), 661-690, 2008
332008
Random numbers for computer simulation
H Leeb
na, 1995
301995
Concentration of the spectral measure of large Wishart matrices with dependent entries
A Guntuboyina, H Leeb
Electronic Communications in Probability 14, 334-342, 2009
272009
The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations
H Leeb
Optimality, 291-311, 2006
262006
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