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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| English | 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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