Regularization and variable selection for infinite variance autoregressive models (Q447619)
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scientific article; zbMATH DE number 6076810
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| English | Regularization and variable selection for infinite variance autoregressive models |
scientific article; zbMATH DE number 6076810 |
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Regularization and variable selection for infinite variance autoregressive models (English)
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4 September 2012
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adaptive lasso
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infinite variance
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least absolute deviation
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0.8555945158004761
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0.8190740942955017
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0.8064329624176025
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0.796148955821991
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