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Leeb, Hannes and Pötscher, Benedikt M. (2005): Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?

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Leeb, Hannes and Pötscher, Benedikt M. (2005): Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?

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Pötscher, Benedikt M. and Leeb, Hannes (2007): On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding.

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Leeb, Hannes and Pötscher, Benedikt M. and Ewald, Karl (2014): On various confidence intervals post-model-selection.

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Leeb, Hannes and Pötscher, Benedikt M. (2013): Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values.

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Leeb, Hannes and Pötscher, Benedikt M. and Ewald, Karl (2014): On various confidence intervals post-model-selection.

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Bachoc, Francois and Leeb, Hannes and Pötscher, Benedikt M. (2014): Valid confidence intervals for post-model-selection predictors.

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Leeb, Hannes and Pötscher, Benedikt M. and Kivaranovic, Danijel (2018): Discussion on "Model Confidence Bounds for Variable Selection" by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin. Forthcoming in: Biometrics