Computational Statistics & Data Analysis · 2013 · 57 citations · 32 references
Natural SciencesComputer ScienceFinanceAlgorithmsOptimizationPortfolio ManagementConstrained OptimizationConvex OptimizationGradient-based OptimizationOptimization TheoryPortfolio OptimizationPortfolio TheoryCoordinate DescentLarge-scale Convex Optimization
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Bradley Efron, Trevor Hastie, Iain M. Johnstone et al. · The Annals of Statistics · 2004 · 9.5K citations · Full text