. Author manuscript; available in PMC: 2014 Dec 23.

Published in final edited form as: Ann Stat. 2014 Nov 1;42(6):2202–2242. doi: 10.1214/14-AOS1243

Table 5.

Hamming errors in Experiment 4a. The Gram matrix is the population covariance matrix of the FARIMA(0, φ, 0) process with φ = 0.35, and p = 5000. The tuning parameters for CASE are set with true (s_p, τ_p), and the tuning parameters of other methods are set to minimize the Hamming error.

ϑ	s_p		τ_p

			4	5	6	7	8
0.35	253.7	CASE	118.0	60.7	26.3	9.5	4.3
		lasso	145.2	91.6	60.2	37.4	26.0
		SCAD	140.6	87.0	42.8	19.5	8.0
		MCP	108.6	50.2	20.4	7.4	2.6

0.45	108.3	CASE	60.3	27.7	11.8	4.0	1.9
		lasso	65.6	40.0	23.2	13.5	7.7
		SCAD	64.0	37.7	19.6	9.2	3.9
		MCP	52.0	23.6	8.6	3.0	1.0

0.55	46.2	CASE	27.9	13.4	4.3	1.4	0.5
		lasso	27.8	16.0	8.0	3.9	2.1
		SCAD	27.0	15.2	7.0	3.1	1.2
		MCP	23.4	10.6	3.1	0.7	0.2