ResearchBenchmarksCovariance Matrix Estimation on Linear Regression Model d=50Covariance Matrix Estimation on Linear Regression Model d=50Follow7.91Estimation Error (||Σn - Σ||F)De-biased7.65169.395811.1412.8842Apr 23, 2026Evaluation resultsMethodMethodLinksEstimation Error (||Σn - Σ||F)De-biasedn=500000n=5000002026.047.91De-biasedn=250000n=2500002026.048.63De-biasedn=125000n=1250002026.049.96Online BMn=500000n=5000002026.0412.68Online BMn=250000n=2500002026.0413.31Online BMn=125000n=1250002026.0414.37