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Search: subject:"Coordinate-wise descent algorithm"
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L1 penalty
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On the sparsity of Mallows model averaging estimator
Feng, Yang
;
Liu, Qingfeng
;
Okui, Ryo
- In:
Economics letters
187
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012504406
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