| Model selection and inference: Facts and fiction H Leeb, BM Pötscher Econometric Theory 21 (1), 21-59, 2005 | 873 | 2005 |
| Can one estimate the conditional distribution of post-model-selection estimators? H Leeb, BM Pötscher | 307 | 2006 |
| Sparse estimators and the oracle property, or the return of Hodges’ estimator H Leeb, BM Pötscher Journal of Econometrics 142 (1), 201-211, 2008 | 257 | 2008 |
| Can one estimate the unconditional distribution of post-model-selection estimators? H Leeb, BM Pötscher Econometric Theory 24 (2), 338-376, 2008 | 211 | 2008 |
| On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding BM Pötscher, H Leeb Journal of Multivariate Analysis 100 (9), 2065-2082, 2009 | 201 | 2009 |
| The finite-sample distribution of post-model-selection estimators and uniform versus nonuniform approximations H Leeb, BM Pötscher Econometric Theory 19 (1), 100-142, 2003 | 170 | 2003 |
| Three‐dimensional morphometry in scanning electron microscopy: A technique for accurate dimensional and angular measurements of microstructures using stereopaired digitized … Minnich, Leeb, Bernroider, Lametschwandtner Journal of Microscopy 195 (1), 23-33, 1999 | 106 | 1999 |
| Model selection H Leeb, BM Pötscher Handbook of financial time series, 889-925, 2009 | 102 | 2009 |
| Adaptive, distribution-free prediction intervals for deep networks D Kivaranovic, KD Johnson, H Leeb International Conference on Artificial Intelligence and Statistics, 4346-4356, 2020 | 92 | 2020 |
| On the large-sample minimal coverage probability of confidence intervals after model selection P Kabaila, H Leeb Journal of the American Statistical Association 101 (474), 619-629, 2006 | 92 | 2006 |
| Inversive and linear congruential pseudorandom number generators in empirical tests H Leeb, S Wegenkittl ACM Transactions on Modeling and Computer Simulation (TOMACS) 7 (2), 272-286, 1997 | 75 | 1997 |
| On various confidence intervals post-model-selection H Leeb, BM Pötscher, K Ewald | 73 | 2015 |
| Performance limits for estimators of the risk or distribution of shrinkage-type estimators, and some general lower risk-bound results H Leeb, BM Pötscher Econometric Theory 22 (1), 69-97, 2006 | 70 | 2006 |
| Dyadic diaphony P Hellekalek, H Leeb Acta Arithmetica 80 (2), 187-196, 1997 | 64 | 1997 |
| Valid confidence intervals for post-model-selection predictors F Bachoc, H Leeb, BM Pötscher The Annals of Statistics 47 (3), 1475-1504, 2019 | 62 | 2019 |
| On the length of post-model-selection confidence intervals conditional on polyhedral constraints D Kivaranovic, H Leeb Journal of the American Statistical Association 116 (534), 845-857, 2021 | 52 | 2021 |
| 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 H Leeb | 39 | 2008 |
| Conditional predictive inference post model selection H Leeb | 38 | 2009 |
| Leave-one-out prediction intervals in linear regression models with many variables L Steinberger, H Leeb arXiv preprint arXiv:1602.05801, 2016 | 32 | 2016 |
| Concentration of the spectral measure of large Wishart matrices with dependent entries A Guntuboyina, H Leeb | 30 | 2009 |
