Sparse partial least squares regression for on‐line variable selection with multivariate data streams

Statistical Analysis and Data Mining

Giovanni Montana¹  Brian McWilliams¹ 

[1] Statistics Section, Department of Mathematics, Imperial College London, London, UK

关键词: data streams;    dynamic regression;    partial least squares;    variable selection;    index tracking;   

DOI  :  10.1002/sam.10074

学科分类：社会科学、人文和艺术（综合）

来源: John Wiley & Sons, Inc.

【 授权许可】

Unknown