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Estimation on Example 2 rho=0.75

1.1597Estimation ErrorSPPCSO
0.4329085.33875410.244615.150446Mar 6, 2026

Evaluation results

MethodLinks
SPPCSO2026.031.15970.3494
Mnet2026.031.3720.2376
Enet2026.031.38470.2449
SACE2026.031.51620.2892
LASSO2026.031.54070.2755
SPPCSO2026.031.57430.3461
Mnet2026.031.66691.4552
Enet2026.032.51130.8459
SACE2026.034.35170.9619
LASSO2026.034.52331.0556
SCAD2026.034.96120.8239
MCP2026.034.96380.8179
GSACE2026.035.00520.7835
GSACE2026.0319.25950.6774
MCP2026.0319.32390.6469
SCAD2026.0319.32950.6493