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Estimation on Example 2 rho=0.5

1.2182Estimation ErrorSPPCSO
0.4996365.34994310.2002515.050557Mar 6, 2026

Evaluation results

MethodLinks
SPPCSO2026.031.21820.4172
Mnet2026.031.38370.2623
Enet2026.031.39010.2449
Mnet2026.031.4281.1497
SACE2026.031.51450.2823
LASSO2026.031.56260.5447
SPPCSO2026.031.65540.4515
Enet2026.032.2640.6605
SACE2026.034.29840.8282
LASSO2026.034.45591.3309
MCP2026.034.87890.7955
SCAD2026.034.88570.7807
GSACE2026.034.92150.7946
SCAD2026.0319.18180.7072
GSACE2026.0319.18220.7009
MCP2026.0319.18230.7085