| Model selection and inference: Facts and fiction H Leeb, BM Pötscher Econometric Theory 21 (1), 21-59, 2005 | 719 | 2005 |
| Model selection and inference: Facts and fiction H Leeb, BM Pötscher Econometric Theory 21 (1), 21-59, 2005 | 719 | 2005 |
| Can one estimate the conditional distribution of post-model-selection estimators? H Leeb, BM Pötscher The Annals of Statistics 34 (5), 2554-2591, 2006 | 266 | 2006 |
| Sparse estimators and the oracle property, or the return of Hodges’ estimator H Leeb, BM Pötscher Journal of Econometrics 142 (1), 201-211, 2008 | 227 | 2008 |
| Can one estimate the unconditional distribution of post-model-selection estimators? H Leeb, BM Pötscher Econometric Theory 24 (2), 338-376, 2008 | 184 | 2008 |
| 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 | 172 | 2009 |
| The finite-sample distribution of post-model-selection estimators and uniform versus nonuniform approximations H Leeb, BM Pötscher Econometric Theory 19 (1), 100-142, 2003 | 161 | 2003 |
| 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 | 104 | 1999 |
| Model selection H Leeb, BM Pötscher Handbook of Financial Time Series, 889-925, 2009 | 92 | 2009 |
| 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 | 81 | 2006 |
| 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 | 70 | 1997 |
| 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 22 (1), 69-97, 2006 | 65 | 2006 |
| On various confidence intervals post-model-selection H Leeb, BM Pötscher, K Ewald Statistical Science 30 (2), 216-227, 2015 | 57 | 2015 |
| Dyadic diaphony P Hellekalek, H Leeb Acta Arithmetica 80 (2), 187-196, 1997 | 56 | 1997 |
| Valid confidence intervals for post-model-selection predictors F Bachoc, H Leeb, BM Pötscher The Annals of Statistics 47 (3), 1475-1504, 2019 | 42* | 2019 |
| Adaptive, distribution-free prediction intervals for deep networks D Kivaranovic, KD Johnson, H Leeb International Conference on Artificial Intelligence and Statistics, 4346-4356, 2020 | 35 | 2020 |
| Conditional predictive inference post model selection H Leeb The Annals of Statistics 37 (5B), 2838-2876, 2009 | 34 | 2009 |
| 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 | 31 | 2008 |
| Concentration of the spectral measure of large Wishart matrices with dependent entries A Guntuboyina, H Leeb Electronic Communications in Probability 14, 334-342, 2009 | 28 | 2009 |
| The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations H Leeb Optimality 49, 291-312, 2006 | 27 | 2006 |
