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Estimation Error on Example 1 sigma=0.5 (N=100)

0.6252Estimation ErrorMnet
0.326662.3418054.356956.372095Mar 6, 2026
Updated 7mo ago

Evaluation results

MethodLinks
Mnet2026.030.62520.1383
Enet2026.030.78610.1697
SACE2026.030.95640.2071
LASSO2026.030.95710.2083
SPPCSO2026.031.00980.1504
GSACE2026.037.18961.4645
SCAD2026.037.86363.287
MCP2026.038.08872.2153