期刊论文详细信息
Statistical Analysis and Data Mining | |
Sparse partial least squares regression for on‐line variable selection with multivariate data streams | |
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. | |