Multiple penalized regularization for clusters with varying correlation levels

DOI10.4310/21-SII701MaRDI QIDQ2116979zbMATH OpenFDO

Authors Lisu Wang, Yuehan Yang, Wenjun Cao

Publication date 18 March 2022

Published in Statistics and Its Interface (Search for Journal in Brave)

zbMATH Keywords

clusteringelastic netstructured sparsitymulti-level correlations

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(1)

• High-dimensional sparse portfolio selection with nonnegative constraint

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