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scientific article

    Statements

    author
    Davide Ferrari
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    Margherita Giuzio
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    Sandra Paterlini
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    publication date
    8 July 2020
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    Mathematics Subject Classification ID
    62P05
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    91G10
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    62-08
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    zbMATH DE Number
    7218967
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    zbMATH Keywords
    \(q\)-entropy
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    penalized least squares
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    sparsity
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    index tracking
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