Detection of similar successive groups in a model with diverging number of variable groups

DOI10.1080/07474946.2020.1726687zbMath1442.62119arXiv1905.08308OpenAlexW3025038799MaRDI QIDQ5113796

François Wahl, Matúš Maciak, Gabriela Ciuperca

Publication date: 17 June 2020

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.08308

zbMATH Keywords

adaptive penaltyfused groupdiverging-dimensional group modeldifferent successive groups

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of statistics to environmental and related topics (62P12) Robustness and adaptive procedures (parametric inference) (62F35) Sequential estimation (62L12)

Related Items (1)

Adaptive elastic-net selection in a quantile model with diverging number of variable groups

Cites Work

• On the oracle property of adaptive group Lasso in high-dimensional linear models
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• Adaptive group Lasso for high-dimensional generalized linear models
• Adaptive fused LASSO in grouped quantile regression
• Some properties of generalized fused Lasso and its applications to high dimensional data
• Adaptive group Lasso selection in quantile models
• SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES
• Gradient-induced Model-free Variable Selection with Composite Quantile Regression
• Multiple Change-Points Estimation in Linear Regression Models via Sparse Group Lasso
• Change‐point detection in a linear model by adaptive fused quantile method

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