Skip to Main content Skip to Navigation
Journal articles

Detection of Similar Successive Groups in a Model with Diverging Number of Variable Groups

Abstract : In this article, a linear model with grouped explanatory variables is considered. The idea is to perform an automatic detection of different successive groups of the unknown coefficients under the assumption that the number of groups is of the same order as the sample size. The standard least squares loss function and the quantile loss function are both used together with the fused and adaptive fused penalty to simultaneously estimate and group the unknown parameters. The proper convergence rate is given for the obtained estimators and the upper bound for the number of different successive group is derived. A simulation study is used to compare the empirical performance of the proposed fused and adaptive fused estimators, and a real application on the air quality data demonstrates the practical applicability of the proposed methods.
Document type :
Journal articles
Complete list of metadata

Cited literature [20 references]  Display  Hide  Download
Contributor : Nadine Couëdel <>
Submitted on : Tuesday, July 7, 2020 - 5:31:08 PM
Last modification on : Wednesday, July 15, 2020 - 10:37:01 AM
Long-term archiving on: : Friday, November 27, 2020 - 2:19:29 PM


 Restricted access
To satisfy the distribution rights of the publisher, the document is embargoed until : 2021-05-13

Please log in to resquest access to the document



Gabriela Ciuperca, Matúš Maciak, Francois Wahl. Detection of Similar Successive Groups in a Model with Diverging Number of Variable Groups. Sequential Analysis, Taylor & Francis, 2020, 39 (1), pp.92-114. ⟨10.1080/07474946.2020.1726687⟩. ⟨hal-02892794⟩



Record views