DOI10.4310/SII.2019.v12.n4.a9MaRDI QIDQ2314052
Yanyan Li
Publication date: 19 July 2019 Published in: Statistics and Its Interface (Search for Journal in Brave)
zbMATH Keywords
oracle property; bi-level selection; oracle inequality; index tracking; nonnegative hierarchical Lasso
Mathematics Subject Classification ID
62-XX: Statistics