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

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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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+Q3561133
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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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+Q4864293
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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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+Q3174050
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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
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