The following pages link to Benedikt M. Pötscher (Q254444):
Displaying 50 items.
- How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? (Q137933) (← links)
- On various confidence intervals post-model-selection (Q254446) (← links)
- Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
- (Q580857) (redirect page) (← links)
- Convergence results for maximum likelihood type estimators in multivariable ARMA models (Q580858) (← links)
- The uniqueness of the transfer function of linear systems from input- output observations (Q760711) (← links)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding (Q842925) (← links)
- Can one estimate the conditional distribution of post-model-selection estimators? (Q869984) (← links)
- (Q987106) (redirect page) (← links)
- Confidence sets based on sparse estimators are necessarily large (Q987107) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- Moments and order statistics of extinction times in multitype branching processes and their relation to random selection models (Q1058781) (← links)
- The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model (Q1084822) (← links)
- Game theoretical foundations of evolutionary stability (Q1187684) (← links)
- Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure (Q1318986) (← links)
- Comment on `Adaptive estimation in time series regression models' by D. G. Steigerwald (Q1347094) (← links)
- Optional skipping of martingale differences and related sequences (Q1374096) (← links)
- Modeling of time series arrays by multistep prediction or likelihood methods. (Q1421317) (← links)
- Controlling the size of autocorrelation robust tests (Q1739596) (← links)
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations (Q1819506) (← links)
- Convergence results for maximum likelihood type estimators in multivariable ARMA models. II (Q1824333) (← links)
- Model selection under nonstationarity: Autoregressive models and stochastic linear regression models (Q1824971) (← links)
- Uniform convergence of sample second moments of families of time series arrays. (Q1848885) (← links)
- Confidence sets based on penalized maximum likelihood estimators in Gaussian regression (Q1952055) (← links)
- Distributional results for thresholding estimators in high-dimensional Gaussian regression models (Q1952253) (← links)
- Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators (Q2261906) (← links)
- Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing (Q2326985) (← links)
- Valid confidence intervals for post-model-selection predictors (Q2414094) (← links)
- Efficient simulation-based minimum distance estimation and indirect inference (Q2437988) (← links)
- Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type (Q2641420) (← links)
- ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS (Q2801990) (← links)
- ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES (Q2845026) (← links)
- ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX (Q2981825) (← links)
- (Q3134983) (← links)
- The behaviour of the likelihood function for ARMA models (Q3347148) (← links)
- PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS (Q3377436) (← links)
- ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES (Q3482738) (← links)
- CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? (Q3632382) (← links)
- CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results” (Q3632391) (← links)
- Model Selection (Q3646986) (← links)
- (Q3683170) (← links)
- (Q3739864) (← links)
- DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS (Q3830385) (← links)
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560) (← links)
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
- A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes (Q4203679) (← links)
- (Q4255425) (← links)
- The distribution of estimators after model selection:large and small sample results (Q4383708) (← links)
- THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS (Q4449531) (← links)
- Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values (Q4595749) (← links)
