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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Revision as of 15:31, 8 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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