Lasso, fractional norm and structured sparse estimation using a Hadamard product parametrization
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DOI: 10.1016/j.csda.2017.06.007
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References listed on IDEAS
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Cited by:
- Dennis Shen & Peng Ding & Jasjeet Sekhon & Bin Yu, 2022. "Same Root Different Leaves: Time Series and Cross-Sectional Methods in Panel Data," Papers 2207.14481, arXiv.org, revised Oct 2022.
- Dennis Shen & Peng Ding & Jasjeet Sekhon & Bin Yu, 2023. "Same Root Different Leaves: Time Series and Cross‐Sectional Methods in Panel Data," Econometrica, Econometric Society, vol. 91(6), pages 2125-2154, November.
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Keywords
Cyclic coordinate descent; Generalized linear model; Linear regression; Optimization; Ridge regression; Sparsity; Spatial autocorrelation;All these keywords.
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