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Hybrid graphical least square estimation and its application in portfolio selection - MaRDI portal

Hybrid graphical least square estimation and its application in portfolio selection (Q2314055)

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Hybrid graphical least square estimation and its application in portfolio selection
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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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