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