Munich Personal RePEc Archive

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Number of items: 23.

April 2005

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

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

March 2006

Pötscher, Benedikt M. (2006): The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation. Forthcoming in: IMS Lecture Notes

Pötscher, Benedikt M. (2006): The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation. Published in: IMS Lecture Notes , Vol. 52, (2006): pp. 113-129.

August 2007

Pötscher, Benedikt M. (2007): Confidence Sets Based on Sparse Estimators Are Necessarily Large.

October 2007

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

December 2007

Pötscher, Benedikt M. and Schneider, Ulrike (2007): On the distribution of the adaptive LASSO estimator.

Pötscher, Benedikt M. and Schneider, Ulrike (2007): On the distribution of the adaptive LASSO estimator.

June 2008

Pötscher, Benedikt M. and Schneider, Ulrike (2008): Confidence sets based on penalized maximum likelihood estimators.

March 2009

Nickl, Richard and Pötscher, Benedikt M. (2009): Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference.

16 December 2010

Gach, Florian and Pötscher, Benedikt M. (2010): Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators.

January 2011

Pötscher, Benedikt M. (2011): On the order of magnitude of sums of negative powers of integrated processes.

June 2011

Pötscher, Benedikt M. and Schneider, Ulrike (2011): Distributional results for thresholding estimators in high-dimensional Gaussian regression models.

2013

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.

January 2013

Preinerstorfer, David and Pötscher, Benedikt M. (2013): On Size and Power of Heteroskedasticity and Autocorrelation Robust Tests.

2014

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

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

March 2014

Preinerstorfer, David and Pötscher, Benedikt M. (2014): On the Power of Invariant Tests for Hypotheses on a Covariance Matrix.

December 2014

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

November 2016

Pötscher, Benedikt M. and Preinerstorfer, David (2016): Controlling the Size of Autocorrelation Robust Tests.

2017

Pötscher, Benedikt M. and Preinerstorfer, David (2017): Further Results on Size and Power of Heteroskedasticity and Autocorrelation Robust Tests, with an Application to Trend Testing.

July 2018

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

April 2020

Pötscher, Benedikt M. and Preinerstorfer, David (2020): How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?

This list was generated on Thu Oct 29 09:29:40 2020 CET.
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