ResearchBenchmarksCovariance Matrix Estimation on Expectile Regression Model d=50Covariance Matrix Estimation on Expectile Regression Model d=50Follow8.12Frobenius ErrorDe-biased7.84089.725411.6113.4946Apr 23, 2026Evaluation resultsMethodMethodLinksFrobenius ErrorDe-biasedn=500000n=5000002026.048.12De-biasedn=250000n=2500002026.048.76De-biasedn=125000n=1250002026.049.94Online BMn=500000n=5000002026.0413.62Online BMn=250000n=2500002026.0414.15Online BMn=125000n=1250002026.0415.1