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ResearchFormerly WizWand

Estimation Error on Example sigma=1 N=100 1

0.9063Estimation ErrorMnet
0.5788522.7891264.99947.209674Mar 6, 2026
Updated 7mo ago

Evaluation results

MethodLinks
Mnet2026.030.90630.1692
SPPCSO2026.031.04720.1593
Enet2026.031.24260.316
LASSO2026.031.75730.42
SACE2026.031.75870.4274
GSACE2026.037.74511.595
SCAD2026.038.3722.4588
MCP2026.039.09253.0784