35 citations · 69 across the 6 of their papers we have counts for
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math.ST2007★ 30 cited
Confidence Sets Based on Sparse Estimators Are Necessarily Large
Benedikt M. Pötscher
Confidence sets based on sparse estimators are shown to be large compared to more standard confidence sets, demonstrating that sparsity of an estimator comes at a substantial price…
math.ST2007★ 35 cited
The distribution of model averaging estimators and an impossibility result regarding its estimation
Benedikt M. Pötscher
The finite-sample as well as the asymptotic distribution of Leung and Barron's (2006) model averaging estimator are derived in the context of a linear regression model. An impossib…