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Hannes Leeb

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Personal Details

First Name:Hannes
Middle Name:
Last Name:Leeb
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RePEc Short-ID:ple110
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Postal Address:Department of Statistics University of Vienna Oskar-Morgenstern-Platz 1 1090 Vienna, Austria
Phone:+43 1 4277 38620
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  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. 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.
  6. 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.
  7. Hannes Leeb & Benedikt M. Pötscher, 2003. "Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results," Vienna Economics Papers 0301, University of Vienna, Department of Economics.
  8. Hannes Leeb & Benedikt M. Poetscher, 2000. "The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations," Econometrics 0004001, EconWPA.
  9. Hannes Leeb & Benedikt Poetscher, 1999. "The variance of an integrated process need not diverge to infinity," Econometrics 9907001, EconWPA.
  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 & P tscher, Benedikt M., 2008. "Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?," Econometric Theory, Cambridge University Press, vol. 24(02), pages 338-376, April.
  3. 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.
  4. Leeb, Hannes & P tscher, Benedikt M., 2008. "CORRIGENDUM: Correction to," Econometric Theory, Cambridge University Press, vol. 24(02), pages 581-583, April.
  5. Leeb, Hannes & P tscher, Benedikt M., 2008. "Guest Editors' Editorial: Recent Developments In Model Selection And Related Areas," Econometric Theory, Cambridge University Press, vol. 24(02), pages 319-322, April.
  6. Leeb, Hannes & P tscher, 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(01), pages 69-97, February.
  7. 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.
  8. Leeb, Hannes & P tscher, Benedikt M., 2005. "Model Selection And Inference: Facts And Fiction," Econometric Theory, Cambridge University Press, vol. 21(01), pages 21-59, February.
  9. Leeb, Hannes & P tscher, Benedikt M., 2003. "The Finite-Sample Distribution Of Post-Model-Selection Estimators And Uniform Versus Nonuniform Approximations," Econometric Theory, Cambridge University Press, vol. 19(01), pages 100-142, February.
  10. Leeb, Hannes & P tscher, 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(04), pages 671-685, August.
10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2003-01-19
  2. 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
  3. NEP-ETS: Econometric Time Series (4) 2001-02-14 2003-12-07 2006-10-21 2014-11-12. Author is listed
  4. NEP-RMG: Risk Management (1) 2003-01-19

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