Hybrid graphical least square estimation and its application in portfolio selection

DOI10.4310/SII.2019.V12.N4.A11WikidataQ127455806 ScholiaQ127455806MaRDI QIDQ2314055

Saeed Aldahmani, Qiaozhen Zhang, Hongsheng Dai

Publication date: 19 July 2019

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

zbMATH Keywords

unbiased estimationridge regressiongraphical modelLassographical least squares

Mathematics Subject Classification ID

Statistics (62-XX)

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