239 citations · 243 across the 2 of their papers we have counts for
2 papers
math.ST2007★ 4 cited
Can One Estimate The Unconditional Distribution of Post-Model-Selection Estimators?
Hannes Leeb, Benedikt M. Poetscher
We consider the problem of estimating the unconditional distribution of a post-model-selection estimator. The notion of a post-model-selection estimator here refers to the combined…
math.ST2007★ 239 cited
Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator
Hannes Leeb, Benedikt M. Poetscher
We point out some pitfalls related to the concept of an oracle property as used in Fan and Li (2001, 2002, 2004) which are reminiscent of the well-known pitfalls related to Hodges'…