Penalized and Constrained Optimization: An Application to High-Dimensional Website Advertising
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Publication:3304839
DOI10.1080/01621459.2019.1609970zbMath1437.62687OpenAlexW2939368900WikidataQ127990064 ScholiaQ127990064MaRDI QIDQ3304839
Gareth M. James, Paat Rusmevichientong, Courtney Paulson
Publication date: 3 August 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2019.1609970
Applications of statistics to economics (62P20) Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
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Uses Software
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