On the sparsity of Mallows model averaging estimator (Q2295365)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the sparsity of Mallows model averaging estimator |
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On the sparsity of Mallows model averaging estimator (English)
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13 February 2020
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sparsity
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model averaging
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\( L_1\) penalty
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coordinate-wise descent algorithm
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