Nonnegative elastic net and application in index tracking (Q2396496)

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Nonnegative elastic net and application in index tracking
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    title
    Nonnegative elastic net and application in index tracking (English)
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    author
    Lan Wu
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    Yuehan Yang
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    publication date
    8 June 2017
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    zbMATH DE Number
    6727125
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    zbMATH Keywords
    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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