Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029): Difference between revisions

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Property / DOI: 10.1016/j.jspi.2016.01.011 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jspi.2016.01.011 / rank
 
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Property / OpenAlex ID: W2276809835 / rank
 
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Latest revision as of 13:07, 9 December 2024

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Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
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    Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (English)
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    22 April 2016
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    nonnegative adaptive Lasso
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    multiplicative updates
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    index tracking
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    variable selection consistency
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    asymptotic unbiasedness
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    asymptotic normality
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