Group fused Lasso for large factor models with multiple structural breaks (Q2688655)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Group fused Lasso for large factor models with multiple structural breaks |
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Group fused Lasso for large factor models with multiple structural breaks (English)
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3 March 2023
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group fused Lasso
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high dimensional factor models
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information criterion
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structural breaks
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