Wu, Lan; Yang, Yuehan; Liu, Hanzhong Nonnegative-Lasso and application in index tracking. (English) Zbl 1471.62220 Comput. Stat. Data Anal. 70, 116-126 (2014). MSC: 62-08 62J07 62P05 PDF BibTeX XML Cite \textit{L. Wu} et al., Comput. Stat. Data Anal. 70, 116--126 (2014; Zbl 1471.62220) Full Text: DOI
Wu, Lan; Yang, Yuehan Nonnegative elastic net and application in index tracking. (English) Zbl 1364.91156 Appl. Math. Comput. 227, 541-552 (2014). MSC: 91G70 91G10 PDF BibTeX XML Cite \textit{L. Wu} and \textit{Y. Yang}, Appl. Math. Comput. 227, 541--552 (2014; Zbl 1364.91156) Full Text: DOI