The Dantzig selector for a linear model of diffusion processes (Q2330962)
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| English | The Dantzig selector for a linear model of diffusion processes |
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The Dantzig selector for a linear model of diffusion processes (English)
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23 October 2019
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diffusion process
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high-dimension
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sparse estimation
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variable selection
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Dantzig selector
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0.9025520086288452
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0.7946146130561829
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0.7936543226242065
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0.7923535108566284
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0.7844969034194946
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