Nonnegative elastic net and application in index tracking (Q2396496)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonnegative elastic net and application in index tracking |
scientific article |
Statements
Nonnegative elastic net and application in index tracking (English)
0 references
8 June 2017
0 references
nonnegative elastic net
0 references
sparsity
0 references
index tracking
0 references
nonnegative-Lasso
0 references
variable selection consistency
0 references
0 references
