Network estimation in state space models with L1-regularization constraint
From MaRDI portal
Publication:2408320
zbMath1373.62533MaRDI QIDQ2408320
Publication date: 12 October 2017
Published in: Afrika Statistika (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.as/1505354423
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Protein sequences, DNA sequences (92D20)
This page was built for publication: Network estimation in state space models with L1-regularization constraint