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62E15 Penalized maximum likelihood LASSO SCAD Thresholding Post-model-selection estimator Finite-sample distribution Asymptotic distribution Oracle property Estimation of distribution Uniform consistency
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61
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
Saved in:
62
Sparse estimators and the oracle property, or the return of Hodges’ estimator
Leeb, Hannes
;
Pötscher, Benedikt M.
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 201-211
Persistent link: https://www.econbiz.de/10007894513
Saved in:
63
Can one estimate the conditional distribution of post-model-selection estimators?
Leeb, Hannes
;
Pötscher, Benedikt M.
-
2003
Persistent link: https://www.econbiz.de/10001856361
Saved in:
64
Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results
Leeb, Hannes
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002174801
Saved in:
65
Model selection and inference : facts and fiction
Leeb, Hannes
;
Pötscher, Benedikt M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 21-59
Persistent link: https://www.econbiz.de/10002674554
Saved in:
66
Sparse estimators and the oracle property, or the return of Hodges' estimator
Leeb, Hannes
;
Pötscher, Benedikt M.
-
2005
Persistent link: https://www.econbiz.de/10002770455
Saved in:
67
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
Saved in:
68
Model selection
Leeb, Hannes
;
Pötscher, Benedikt M.
- In:
Handbook of financial time series
,
(pp. 889-925)
.
2009
Persistent link: https://www.econbiz.de/10003834265
Saved in:
69
Sparse estimators and the oracle property, or the return of Hodges' estimator
Leeb, Hannes
;
Pötscher, Benedikt M.
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 201-211
Persistent link: https://www.econbiz.de/10003608158
Saved in:
70
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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