IDEAS home Printed from https://ideas.repec.org/e/ple110.html
   My authors  Follow this author

Hannes Leeb

Personal Details

First Name:Hannes
Middle Name:
Last Name:Leeb
Suffix:
RePEc Short-ID:ple110
Department of Statistics University of Vienna Oskar-Morgenstern-Platz 1 1090 Vienna, Austria
+43 1 4277 38620

Affiliation

Department of Statistics and Operations Research
Fakultät für Wirtschaftswissenschaften
Universität Wien

Wien, Austria
http://isor.univie.ac.at/
RePEc:edi:isduwat (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl, 2014. "On various confidence intervals post-model-selection," MPRA Paper 52858, University Library of Munich, Germany.
  2. Leeb, Hannes & Pötscher, Benedikt M., 2012. "Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values," MPRA Paper 41459, University Library of Munich, Germany.
  3. Pötscher, Benedikt M. & Leeb, Hannes, 2007. "On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding," MPRA Paper 5615, University Library of Munich, Germany.
  4. Hannes Leeb, 2006. "The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations," Papers math/0611186, arXiv.org.
  5. Leeb, Hannes & Pötscher, Benedikt M., 2005. "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper 72, University Library of Munich, Germany.
  6. Hannes Leeb & Benedikt M. Poetscher, 2005. "Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator," Cowles Foundation Discussion Papers 1500, Cowles Foundation for Research in Economics, Yale University, revised Apr 2007.
  7. Hannes Leeb & Benedikt M. Poetscher, 2000. "The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations," Econometrics 0004001, University Library of Munich, Germany.
  8. Hannes Leeb & Benedikt Poetscher, 1999. "The variance of an integrated process need not diverge to infinity," Econometrics 9907001, University Library of Munich, Germany.
    repec:vie:viennp:0301 is not listed on IDEAS

Articles

  1. Pötscher, Benedikt M. & Leeb, Hannes, 2009. "On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2065-2082, October.
  2. Leeb, Hannes & Pötscher, Benedikt M., 2008. "Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?," Econometric Theory, Cambridge University Press, vol. 24(2), pages 338-376, April.
  3. Leeb, Hannes & Pötscher, Benedikt M., 2008. "CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”," Econometric Theory, Cambridge University Press, vol. 24(2), pages 581-583, April.
  4. Leeb, Hannes & Potscher, Benedikt M., 2008. "Sparse estimators and the oracle property, or the return of Hodges' estimator," Journal of Econometrics, Elsevier, vol. 142(1), pages 201-211, January.
  5. Kabaila, Paul & Leeb, Hannes, 2006. "On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 619-629, June.
  6. Leeb, Hannes & Pötscher, Benedikt M., 2006. "Performance Limits For Estimators Of The Risk Or Distribution Of Shrinkage-Type Estimators, And Some General Lower Risk-Bound Results," Econometric Theory, Cambridge University Press, vol. 22(1), pages 69-97, February.
  7. Leeb, Hannes & Pötscher, Benedikt M., 2005. "Model Selection And Inference: Facts And Fiction," Econometric Theory, Cambridge University Press, vol. 21(1), pages 21-59, February.
  8. Leeb, Hannes & Pötscher, Benedikt M., 2003. "The Finite-Sample Distribution Of Post-Model-Selection Estimators And Uniform Versus Nonuniform Approximations," Econometric Theory, Cambridge University Press, vol. 19(1), pages 100-142, February.
  9. Leeb, Hannes & Pötscher, Benedikt M., 2001. "The Variance Of An Integrated Process Need Not Diverge To Infinity, And Related Results On Partial Sums Of Stationary Processes," Econometric Theory, Cambridge University Press, vol. 17(4), pages 671-685, August.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (8) 2001-02-14 2001-02-14 2003-01-19 2003-12-07 2006-10-21 2007-11-10 2012-10-06 2014-01-17. Author is listed
  2. NEP-ETS: Econometric Time Series (4) 2001-02-14 2003-12-07 2006-10-21 2014-11-12
  3. NEP-CFN: Corporate Finance (1) 2003-01-19
  4. NEP-RMG: Risk Management (1) 2003-01-19

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Hannes Leeb should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.