ResearchBenchmarksEstimation Error on Example 1 sigma=0.5 (N=100)Follow0.6252Estimation ErrorMnet0.326662.3418054.356956.372095Mar 6, 2026Evaluation ResultsMethodMethodLinksEstimation ErrorStandard DeviationMnet2026.030.62520.1383Enet2026.030.78610.1697SACE2026.030.95640.2071LASSO2026.030.95710.2083SPPCSO2026.031.00980.1504GSACE2026.037.18961.4645SCAD2026.037.86363.287MCP2026.038.08872.2153