Hannes Leeb

Areas of Interests

  • Inference Post Model Selection
  • Model Selection in Statistics and Econometrics
  • Asymptotic Statistics
  • Shrinkage-Type Estimators
  • Machine Learning
  • Random Matrices
  • Linear and Non-Linear Time Series Analysis

Current Research

Model selection and predictive inference when the number of parameters is of the same order as sample size. Inference when fi tting mis-speci ed models. Admissibility of con dence sets. Pitfalls in inference after model selection.

Further Affiliation

Research Platform Data Science @ Uni Vienna