Variable selection via nonconcave penalized likelihood and its oracle properties

Mathematics

• Oracle Property 70%
• Penalized Likelihood 68%
• Variable Selection 56%
• Penalty Function 29%
• Robust Regression 17%
• Statistical Modeling 16%
• Estimator 16%
• Continuous Solution 15%
• Selection Procedures 15%
• Regularization Parameter 15%
• Generalized Linear Model 14%
• Parametric Model 14%
• Nonparametric Regression 14%
• Oracle 14%
• Standard error 14%
• Likelihood Function 13%
• Variable Coefficients 13%
• Spline 12%
• Wavelets 12%
• Confidence interval 11%
• Regression Model 11%
• High-dimensional 11%
• Rate of Convergence 10%
• Singularity 9%
• Modeling 8%
• Simulation 8%
• Estimate 6%

Business & Economics

• Variable Selection 100%
• Penalty Function 37%
• Nonparametric Regression 26%
• Estimator 21%
• Confidence Interval 20%
• Robust Regression 19%
• Singularity 18%
• Generalized Linear Model 18%
• Splines 18%
• Regularization 17%
• Rate of Convergence 17%
• Parametric Model 16%
• Modeling 16%
• Wavelets 16%
• Standard Error 15%
• Selection Process 13%
• Regression Model 11%
• Coefficients 10%
• Simulation 9%