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Hannes Leeb

Hannes Leeb

Universität Wien - Vienna / Austria
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1423107
University of Vienna
person_outline Hannes Leeb's MOST POPULAR ARTICLES
1-) Model selection and inference: Facts and fiction Econometric Theory 21 (1), 21-59, 2005
2-) Can one estimate the conditional distribution of post-model-selection estimators?
3-) Sparse estimators and the oracle property, or the return of Hodges’ estimator Journal of Econometrics 142 (1), 201-211, 2008
4-) Can one estimate the unconditional distribution of post-model-selection estimators? Econometric Theory 24 (2), 338-376, 2008
5-) On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding Journal of Multivariate Analysis 100 (9), 2065-2082, 2009