Sparse partial least squares regression for on‐line variable selection with multivariate data streams (Q4969714)
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scientific article; zbMATH DE number 7260241
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| English | Sparse partial least squares regression for on‐line variable selection with multivariate data streams |
scientific article; zbMATH DE number 7260241 |
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Sparse partial least squares regression for on‐line variable selection with multivariate data streams (English)
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14 October 2020
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data streams
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dynamic regression
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partial least squares
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variable selection
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index tracking
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