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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 (1), 21-59, 2005
7192005
Model selection and inference: Facts and fiction
H Leeb, BM Pötscher
Econometric Theory 21 (1), 21-59, 2005
7192005
Can one estimate the conditional distribution of post-model-selection estimators?
H Leeb, BM Pötscher
The Annals of Statistics 34 (5), 2554-2591, 2006
2662006
Sparse estimators and the oracle property, or the return of Hodges’ estimator
H Leeb, BM Pötscher
Journal of Econometrics 142 (1), 201-211, 2008
2272008
Can one estimate the unconditional distribution of post-model-selection estimators?
H Leeb, BM Pötscher
Econometric Theory 24 (2), 338-376, 2008
1842008
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
1722009
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
1612003
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
1041999
Model selection
H Leeb, BM Pötscher
Handbook of Financial Time Series, 889-925, 2009
922009
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
812006
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
701997
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
652006
On various confidence intervals post-model-selection
H Leeb, BM Pötscher, K Ewald
Statistical Science 30 (2), 216-227, 2015
572015
Dyadic diaphony
P Hellekalek, H Leeb
Acta Arithmetica 80 (2), 187-196, 1997
561997
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
352020
Conditional predictive inference post model selection
H Leeb
The Annals of Statistics 37 (5B), 2838-2876, 2009
342009
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
312008
Concentration of the spectral measure of large Wishart matrices with dependent entries
A Guntuboyina, H Leeb
Electronic Communications in Probability 14, 334-342, 2009
282009
The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations
H Leeb
Optimality 49, 291-312, 2006
272006
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