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Improved estimation of the expected Kullback-Leibler discrepancy in case of misspecification
Reschenhofer, Erhard - In: Econometric theory 15 (1999) 3, pp. 377-387
Persistent link: https://www.econbiz.de/10001434317
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Nonlinear functions and convergence to Brownian motion : beyond the continuous mapping theorem
Pötscher, Benedikt M. - In: Econometric theory 20 (2004) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001904719
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On the order of magnitude of sums of negative powers of integrated processes
Pötscher, Benedikt M. - In: Econometric theory 29 (2013) 3, pp. 642-658
Persistent link: https://www.econbiz.de/10009778497
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ARTICLES - Improved Estimation of the Expected Kullback-Leibler Discrepancy in Case of Misspecification
Reschenhofer, Erhard - In: Econometric theory 15 (1999) 3, pp. 377-388
Persistent link: https://www.econbiz.de/10006988618
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ARTICLES - Improved Estimation of the Expected Kullback-Leibler Discrepancy in Case of Misspecification
Reschenhofer, Erhard - In: Econometric theory 15 (1999) 3, pp. 377-388
Persistent link: https://www.econbiz.de/10006988633
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Recent developments in model selection and related areas : guest editors' editorial
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 24 (2008) 2, pp. 319-322
Persistent link: https://www.econbiz.de/10003894189
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Can one estimate the unconditional distribution of post-model-selection estimators?
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 24 (2008) 2, pp. 338-376
Persistent link: https://www.econbiz.de/10003894196
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The ET interview: Professor Manfred Deistler
Pötscher, Benedikt M.; Deistler, Manfred - In: Econometric theory 23 (2007) 4, pp. 711-748
Persistent link: https://www.econbiz.de/10003549598
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Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 22 (2006) 1, pp. 69-97
Persistent link: https://www.econbiz.de/10003272610
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The finite-sample distribution of post-model-selection estimators and uniform versus nonuniform approximations
Leeb, Hannes; Pötscher, Benedikt M. - In: Econometric theory 19 (2003) 1, pp. 100-142
Persistent link: https://www.econbiz.de/10001728181