Cardinality versus q-Norm Constraints for Index Tracking

Regression Shrinkage and Selection Via the Lasso

Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 51.8K citations

Business, Biostatistics, Computer Science +17

Optimization by Simulated Annealing

Scott Kirkpatrick, C. D. Gelatt, M.P. Vecchi · Science · 1983 · 44.6K citations

Natural Sciences, Mathematics, Algorithms +10

Ridge Regression: Biased Estimation for Nonorthogonal Problems

Arthur E. Hoerl, Robert W. Kennard · Technometrics · 2000 · 6.6K citations

Computing, Biostatistics, Econometrics +15

A Statistical View of Some Chemometrics Regression Tools

lldiko E. Frank, Jerome H. Friedman · Technometrics · 1993 · 2.2K citations

Natural Sciences, Chemistry, Analytical Chemistry +12

Ridge Regression: Biased Estimation for Nonorthogonal Problems

Arthur E. Hoerl, Robert W. Kennard · Technometrics · 1970 · 1.9K citations

Computing, Biostatistics, Econometrics +15