ResearchBenchmarksCovariance matrix estimation on Expectile Model d = 5Follow1.51MSEDe-biased1.48241.66871.8552.0413Apr 23, 2026Evaluation ResultsMethodMethodLinksMSEDe-biasedn=60000, d=5n=60000, d=52026.041.51De-biasedn=30000, d=5n=30000, d=52026.041.68De-biasedn=15000, d=5n=15000, d=52026.041.87Online BMn=60000, d=5n=60000, d=52026.042.15Online BMn=15000, d=5n=15000, d=52026.042.19Online BMn=30000, d=5n=30000, d=52026.042.2