Quadratic approximation on SCAD penalized estimation.
Sunghoon KwonHosik ChoiYongdai KimPublished in: Comput. Stat. Data Anal. (2011)
Keyphrases
- pairwise
- loss function
- computational complexity
- maximum likelihood
- maximum likelihood estimator
- monte carlo simulation
- approximation schemes
- data sets
- approximation methods
- importance sampling
- convex functions
- estimation accuracy
- queueing networks
- efficient computation
- density estimation
- approximation algorithms
- linear programming
- information retrieval