Logo der Universität Wien

Hannes Leeb

Areas of interest

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.


Research Platform Data Science @ Uni Vienna



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