A novel regularization method for estimation and variable selection in multi-index models (Q5866048)

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scientific article; zbMATH DE number 7539695
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A novel regularization method for estimation and variable selection in multi-index models
scientific article; zbMATH DE number 7539695

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    A novel regularization method for estimation and variable selection in multi-index models (English)
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    10 June 2022
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    generalized lasso
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    MAVE
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    row-wise coordinate descent
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    row-wise shrinkage
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