Pages that link to "Item:Q322443"
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The following pages link to Sparse and robust normal and \(t\)-portfolios by penalized \(L_q\)-likelihood minimization (Q322443):
Displaying 6 items.
- Genetic algorithm versus classical methods in sparse index tracking (Q1693854) (← links)
- Least informative distributions in maximum \(q\)-log-likelihood estimation (Q2153174) (← links)
- Sparse estimation via lower-order penalty optimization methods in high-dimensional linear regression (Q2687439) (← links)
- Penalized Lq-likelihood estimators and variable selection in linear regression models (Q5095986) (← links)
- Doubly reweighted estimators for the parameters of the multivariate t-distribution (Q5154111) (← links)
- Penalized Lq-likelihood estimator and its influence function in generalized linear models (Q6667537) (← links)