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Index tracking
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Nonnegative-lasso and application in index tracking
Wu, Lan
;
Yang, Yuehan
;
Liu, Hanzhong
- In:
Computational Statistics & Data Analysis
70
(
2014
)
C
,
pp. 116-126
variable
selection
consistency
and estimation consistency under certain condition similar to Irrepresentable Condition in Lasso …
Persistent link: https://www.econbiz.de/10010719681
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