Hybrid graphical least square estimation and its application in portfolio selection (Q2314055)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hybrid graphical least square estimation and its application in portfolio selection |
scientific article |
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Hybrid graphical least square estimation and its application in portfolio selection (English)
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19 July 2019
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graphical model
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graphical least squares
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Lasso
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ridge regression
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unbiased estimation
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