Hannes Leeb

发表

On the Distribution of Penalized Maximum Likelihood Estimators: The LASSO, SCAD, and Thresholding

Benedikt M. Pötscher, Hannes Leeb, B. M. Pötscher, 2007, J. Multivar. Anal..

A Tale of Two Referees pdf

Hannes Leeb, H. Leeb, 2020, ArXiv.

On the Digit Test

Hannes Leeb, H. Leeb, 1995 .

New primitive t-nomials (t = 3, 5) over GF(2) whose degree is a Mersenne exponent

Makoto Matsumoto, Hannes Leeb, Yoshiharu Kurita, 2000, Math. Comput..

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

Hannes Leeb, 2002, Math. Comput..

Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values

Hannes Leeb, Benedikt M. Potscher, H. Leeb, 2012, 1209.4543.

Adaptive, Distribution-Free Prediction Intervals for Deep Networks

Hannes Leeb, Kory D. Johnson, Danijel Kivaranovic, 2020, AISTATS.

Adaptive, Distribution-Free Prediction Intervals for Deep Neural Networks pdf

Hannes Leeb, Kory D. Johnson, Danijel Kivaranovic, 2019, ArXiv.

Inversive and linear congruential pseudorandom number generators in empirical tests

Stefan Wegenkittl, Hannes Leeb, H. Leeb, 1997, TOMC.

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

Hannes Leeb, Lukas Steinberger, 2021, Econometric Theory.

Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results

Hannes Leeb, Benedikt M. Poetscher, 2002 .

Weak limits for the diaphony

Hannes Leeb, H. Leeb, 1998 .

Evaluation and selection of models for

Hannes Leeb, H. Leeb, 2008 .

The distribution of a linear predictor after model selection: Unconditional finite-sample distributions and asymptotic approximations

Hannes Leeb, H. Leeb, 2005, math/0611186.

Leave-one-out prediction intervals in linear regression models with many variables

Hannes Leeb, Lukas Steinberger, H. Leeb, 2016, 1602.05801.

CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”

Hannes Leeb, Benedikt M. PÃ¶tscher, 2008, Econometric Theory.

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

Hannes Leeb, Lukas Steinberger, 2014 .

Conditional predictive inference post model selection

Hannes Leeb, H. Leeb, 2009, 0908.3615.

Concentration of the spectral measure of large Wishart matrices with dependent entries

Adityanand Guntuboyina, Hannes Leeb, Adityanand Guntuboyina, 2008, 0810.2753.

Corrigenda to “New primitive -nomials (=3,5) over (2) whose degree is a Mersenne exponent,” and some new primitive pentanomials

Hannes Leeb, Yoshiharu Kurita, Toshihiro Kumada, 2002 .

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

Paul Kabaila, Hannes Leeb, Paul Kabaila, 2006 .

Conditional predictive inference for high-dimensional stable algorithms

Hannes Leeb, Lukas Steinberger, H. Leeb, 2018 .

Conformal prediction intervals for the individual treatment effect

Martin Posch, Hannes Leeb, Robin Ristl, 2020, 2006.01474.

THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES

Benedikt M. Pötscher, Hannes Leeb, 2001, Econometric Theory.

GUEST EDITORS' EDITORIAL: RECENT DEVELOPMENTS IN MODEL SELECTION AND RELATED AREAS

Benedikt M. Pötscher, Hannes Leeb, 2007, Econometric Theory.

The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations

Hannes Leeb, H. Leeb, Benedikt M. Poetscher, 2000 .