Nonnegative elastic net and application in index tracking (Q2396496): Difference between revisions

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+https://doi.org/10.1016/j.amc.2013.11.049
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+W2000260853
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+Least angle regression. (With discussion)
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
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+High-dimensional graphs and variable selection with the Lasso
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+Multiplicative Updates for Nonnegative Quadratic Programming
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+Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
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+Nonnegative-Lasso and application in index tracking
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+Model Selection and Estimation in Regression with Grouped Variables
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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+Q3997990
@@ Property / cites work: Q3997990 / rank @@
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+Publication:2396496