Pages that link to "Item:Q5034163"
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The following pages link to A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection (Q5034163):
Displaying 3 items.
- A descent method for least absolute deviation Lasso problems (Q2421445) (← links)
- A new active zero set descent algorithm for least absolute deviation with generalized LASSO penalty (Q6101007) (← links)
- Robust portfolio selection for sparse index tracking under no short-selling and full investment constraints (Q6591682) (← links)