ResearchBenchmarksEstimation Error on Example 1 sigma=2 (N=100)Follow1.1677Estimation ErrorSPPCSO0.8167883.1854445.55417.922756Mar 6, 2026Evaluation ResultsMethodMethodLinksEstimation ErrorStandard DeviationSPPCSO2026.031.16770.2435Mnet2026.031.20920.3593Enet2026.031.96630.8021SACE2026.033.66060.8516LASSO2026.033.67130.8382GSACE2026.038.89411.3764SCAD2026.039.34041.7447MCP2026.039.94051.7509