On LASSO for predictive regression (Q2155298)
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scientific article; zbMATH DE number 7557268
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| default for all languages | No label defined |
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| English | On LASSO for predictive regression |
scientific article; zbMATH DE number 7557268 |
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On LASSO for predictive regression (English)
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15 July 2022
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cointegration
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nonstationary time series
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machine learning
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shrinkage estimation
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variable selection
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