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Hannes Leeb

A selection of my papers is listed on MathSciNet (access privileges required); for a complete list, see my cv.

Recent papers & preprints

  • Unconditional predictive inference after model selection. In preparation.
  • Conditional predictive inference after model selection. Ann. Statist., 37:2838--2876, 2009. download pdf
  • Concentration of the spectral measure of large Wishart matrices with dependent entries (With Adityanand Guntuboyina.) Electron. Comm. Probab., 14:334--342, 2009. download pdf
  • On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding. (With B.M. Pötscher.) J. Multivariate Anal., 100:2065--2082, 2009. download pdf
  • Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process. Bernoulli, 14:661--690, 2008. download pdf
  • Model Selection. (With B.M. Pötscher.) In The Handbook Of Financial Time Series. Springer, New York, 785--821, 2008. download pdf
Department of Statistics and Operations Research (ISOR)
University of Vienna

Oskar-Morgenstern Platz 1
1090 Wien
T: +43-1-4277-386 01
University of Vienna | Universitätsring 1 | 1010 Vienna | T +43-1-4277-0