Multiple penalized regularization for clusters with varying correlation levels

DOI10.4310/21-SII701MaRDI QIDQ2116979FDOQ2116979

Wenjun Cao, Yuehan Yang, Lisu Wang

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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