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Sparse estimators and the oracle property, or the return of Hodges’ estimator

Econometrics, 2008-01, Vol.142 (1), p.201-211

2008

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Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?

The Annals of statistics, 2006-10, Vol.34 (5), p.2554-2591

2006

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On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints

Journal of the American Statistical Association, 2021-04, Vol.116 (534), p.845-857

2021

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On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding

Journal of multivariate analysis, 2009-10, Vol.100 (9), p.2065-2082

2009

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Conditional predictive inference for stable algorithms

The Annals of statistics, 2023-02, Vol.51 (1), p.290

2023

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STATISTICAL INFERENCE WITH F-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA

Econometric theory, 2023-12, Vol.39 (6), p.1249-1272

2023

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A (tight) upper bound for the length of confidence intervals with conditional coverage

Electronic journal of statistics, 2024-01, Vol.18 (1)

2024

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Comment

Journal of the American Statistical Association, 2015-12, Vol.110 (512), p.1457-1457

Leeb, Hannes

2015

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Comment

Journal of the American Statistical Association, 2015-12, Vol.110 (512), p.1457

Leeb, Hannes

2015

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PREDICTION WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA

The Annals of statistics, 2019-06, Vol.47 (3), p.1408-1442

2019

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Comment

Journal of the American Statistical Association, 2015-10, Vol.110 (512), p.1457-1459

Leeb, Hannes

2015

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Comment

Journal of the American Statistical Association, 2015-10, Vol.110 (512), p.1457-1459

Leeb, Hannes

2015

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ON THE CONDITIONAL DISTRIBUTIONS OF LOW-DIMENSIONAL PROJECTIONS FROM HIGH-DIMENSIONAL DATA

The Annals of statistics, 2013-04, Vol.41 (2), p.464-483

Leeb, Hannes

2013

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Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: the unknown variance case

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2017-06, Vol.79 (3), p.801-813

2017

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On conditional moments of high-dimensional random vectors given lower-dimensional projections

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2018-02, Vol.24 (1), p.565-591

2018

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Conditional Predictive Inference Post Model Selection

The Annals of statistics, 2009-10, Vol.37 (5B), p.2838-2876

Leeb, Hannes

2009

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GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER

Econometric theory, 2023-12, Vol.39 (6), p.1093-1096

2023

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VALID CONFIDENCE INTERVALS FOR POST-MODEL-SELECTION PREDICTORS

The Annals of statistics, 2019-06, Vol.47 (3), p.1475-1504

2019

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On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection

Journal of the American Statistical Association, 2006-06, Vol.101 (474), p.619-629

2006

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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

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2008-08, Vol.14 (3), p.661-690

LEEB, HANNES

2008

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On Various Confidence Intervals Post-Model-Selection

Statistical science, 2015-05, Vol.30 (2), p.216-227

2015

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MODEL SELECTION AND INFERENCE: FACTS AND FICTION

Econometric theory, 2005-02, Vol.21 (1), p.21-59

2005

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Asymptotic properties of the spectral test, diaphony, and related quantities

Mathematics of computation, 2002-01, Vol.71 (237), p.297-309

Leeb, Hannes

2002

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Discussion on “Model confidence bounds for variable selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin

Biometrics, 2019-06, Vol.75 (2), p.407-410

2019

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Shrinkage Estimators for Prediction Out-of-Sample: Conditional Performance

Communications in statistics. Theory and methods, 2013-04, Vol.42 (7), p.1246-1264

2013

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Sparse estimators and the oracle property, or the return of Hodges’ estimator

Can One Estimate the Conditional Distribution of Post-Model-Selection Estimators?

On the Length of Post-Model-Selection Confidence Intervals Conditional on Polyhedral Constraints

On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding

Conditional predictive inference for stable algorithms

STATISTICAL INFERENCE WITH F-STATISTICS WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA

A (tight) upper bound for the length of confidence intervals with conditional coverage

Comment

Comment

PREDICTION WHEN FITTING SIMPLE MODELS TO HIGH-DIMENSIONAL DATA

Comment

Comment

ON THE CONDITIONAL DISTRIBUTIONS OF LOW-DIMENSIONAL PROJECTIONS FROM HIGH-DIMENSIONAL DATA

Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: the unknown variance case

On conditional moments of high-dimensional random vectors given lower-dimensional projections

Conditional Predictive Inference Post Model Selection

GUEST EDITORS’ INTRODUCTION: SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF BENEDIKT M. PÖTSCHER

VALID CONFIDENCE INTERVALS FOR POST-MODEL-SELECTION PREDICTORS

On the Large-Sample Minimal Coverage Probability of Confidence Intervals After Model Selection

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

On Various Confidence Intervals Post-Model-Selection

MODEL SELECTION AND INFERENCE: FACTS AND FICTION

Asymptotic properties of the spectral test, diaphony, and related quantities

Discussion on “Model confidence bounds for variable selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin

Shrinkage Estimators for Prediction Out-of-Sample: Conditional Performance

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