Nonnegative-Lasso and application in index tracking (Q1615217)
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scientific article; zbMATH DE number 6970948
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| default for all languages | No label defined |
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| English | Nonnegative-Lasso and application in index tracking |
scientific article; zbMATH DE number 6970948 |
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Nonnegative-Lasso and application in index tracking (English)
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2 November 2018
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index tracking
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nonnegative-Lasso
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variable selection consistency
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multiplicative updates
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0.8909937143325806
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0.8896536231040955
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0.8638007044792175
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0.7648231387138367
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