Nonnegative elastic net and application in index tracking (Q2396496)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonnegative elastic net and application in index tracking |
scientific article |
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Nonnegative elastic net and application in index tracking (English)
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8 June 2017
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nonnegative elastic net
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sparsity
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index tracking
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nonnegative-Lasso
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variable selection consistency
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