Nonnegative elastic net and application in index tracking (Q2396496)
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scientific article; zbMATH DE number 6727125
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Nonnegative elastic net and application in index tracking |
scientific article; zbMATH DE number 6727125 |
Statements
Nonnegative elastic net and application in index tracking (English)
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8 June 2017
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nonnegative elastic net
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sparsity
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index tracking
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nonnegative-Lasso
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variable selection consistency
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0.8909937143325806
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0.8237253427505493
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0.7980454564094543
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0.7581946849822998
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0.7494518160820007
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