ResearchBenchmarksEstimation Error on Example sigma=1 N=100 1Follow0.9063Estimation ErrorMnet0.5788522.7891264.99947.209674Mar 6, 2026Evaluation ResultsMethodMethodLinksEstimation ErrorStandard DeviationMnet2026.030.90630.1692SPPCSO2026.031.04720.1593Enet2026.031.24260.316LASSO2026.031.75730.42SACE2026.031.75870.4274GSACE2026.037.74511.595SCAD2026.038.3722.4588MCP2026.039.09253.0784