One-step sparse estimates in nonconcave penalized likelihood models

Mathematics

• Penalized Likelihood 100%
• Local Approximation 96%
• Linear Approximation 88%
• Estimate 36%
• Linear Algorithm 33%
• Model 26%
• Approximation Algorithms 23%
• Oracle Property 22%
• Estimator 21%
• Concave function 20%
• Penalty Function 19%
• Sparse Representation 12%
• Selection of Variables 11%
• Regularization Parameter 9%
• Computational Cost 9%
• Likelihood Function 8%
• Monte Carlo Simulation 7%
• Objective function 7%
• Performance 5%
• Family 4%
• Class 2%

Business & Economics

• Approximation 43%
• Approximation Algorithms 32%
• Estimator 28%
• Penalty Function 24%
• Estimation Method 17%
• Variable Selection 16%
• Monte Carlo Simulation 13%
• Regularization 11%
• Finite Sample 9%
• Objective Function 8%
• Performance 3%
• Costs 3%