This is a preview. Log in through your library . Abstract Least squares solution of F= PG with respect to positive semidefinite symmetric P is considered,a new necessary and sufficient condition for ...
We show that the homotopy algorithm of Osborne, Presnell, and Turlach (2000), which has proved such an effective optimal path following method for implementing Tibshirani's "lasso" for variable ...
In this issue of The Journal of Computational Finance we encounter different aspects of numerical and computational techniques for some modern applications in finance. Two papers deal with regression ...
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