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Benedikt M. Pötscher - MaRDI portal

Benedikt M. Pötscher

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Person:254444

Available identifiers

zbMath Open potscher.benedikt-mMaRDI QIDQ254444

List of research outcomes





PublicationDate of PublicationType
How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?2023-08-15Paper
A Modern Gauss-Markov Theorem? Really?2022-03-02Paper
How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?2020-05-08Paper
Discussion on “Model confidence bounds for variable selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin2020-02-07Paper
Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing2019-10-11Paper
Valid confidence intervals for post-model-selection predictors2019-05-10Paper
Controlling the size of autocorrelation robust tests2019-04-26Paper
Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values2017-12-06Paper
ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX2017-05-10Paper
Sparse estimators and the oracle property, or the return of Hodges' estimator2016-06-03Paper
ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS2016-04-22Paper
On various confidence intervals post-model-selection2016-03-08Paper
Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators2015-03-13Paper
Efficient simulation-based minimum distance estimation and indirect inference2014-03-10Paper
ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES2013-08-22Paper
https://portal.mardi4nfdi.de/entity/Q53269622013-08-01Paper
Distributional results for thresholding estimators in high-dimensional Gaussian regression models2013-05-28Paper
Confidence sets based on penalized maximum likelihood estimators in Gaussian regression2013-05-27Paper
Confidence sets based on sparse estimators are necessarily large2010-08-13Paper
Model Selection2009-11-27Paper
On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding2009-09-28Paper
CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?2009-06-11Paper
CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”2009-06-11Paper
On the distribution of the adaptive LASSO estimator2009-06-09Paper
Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type2007-08-20Paper
Can one estimate the conditional distribution of post-model-selection estimators?2007-03-12Paper
Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters2006-06-16Paper
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS2006-03-22Paper
MODEL SELECTION AND INFERENCE: FACTS AND FICTION2005-10-18Paper
NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM2004-09-07Paper
THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS2004-02-11Paper
Modeling of time series arrays by multistep prediction or likelihood methods.2004-01-26Paper
THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES2003-05-18Paper
Uniform convergence of sample second moments of families of time series arrays.2002-11-14Paper
The distribution of estimators after model selection:large and small sample results2001-05-17Paper
https://portal.mardi4nfdi.de/entity/Q42554251999-08-15Paper
Optional skipping of martingale differences and related sequences1998-06-01Paper
https://portal.mardi4nfdi.de/entity/Q48393561995-11-12Paper
Comment on `Adaptive estimation in time series regression models' by D. G. Steigerwald1995-06-06Paper
On the formulation of uniform laws of large numbers: a truncation approach1995-04-10Paper
https://portal.mardi4nfdi.de/entity/Q31349831994-05-19Paper
Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure1994-04-12Paper
Game theoretical foundations of evolutionary stability1992-09-17Paper
Basic structure of the asymptotic theory in dynamic nonlinear econometric models1992-06-28Paper
Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts1992-06-25Paper
ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES1990-01-01Paper
Convergence results for maximum likelihood type estimators in multivariable ARMA models. II1989-01-01Paper
Model selection under nonstationarity: Autoregressive models and stochastic linear regression models1989-01-01Paper
A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes1989-01-01Paper
DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS1988-01-01Paper
Convergence results for maximum likelihood type estimators in multivariable ARMA models1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36831701987-01-01Paper
A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37398641986-01-01Paper
Moments and order statistics of extinction times in multitype branching processes and their relation to random selection models1985-01-01Paper
The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model1985-01-01Paper
The uniqueness of the transfer function of linear systems from input- output observations1984-01-01Paper
The behaviour of the likelihood function for ARMA models1984-01-01Paper

Research outcomes over time

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