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Estimation on Example 2 (rho=0.95)

1.1147Estimation ErrorSPPCSO
0.390145.2809210.171715.06248Mar 6, 2026

Evaluation results

MethodLinks
SPPCSO2026.031.11470.2718
Mnet2026.031.20270.2174
Enet2026.031.22930.2139
SPPCSO2026.031.27880.2509
SACE2026.031.31610.2347
LASSO2026.031.33840.2503
Mnet2026.031.35231.0139
Enet2026.032.19490.8089
SACE2026.033.94730.8972
LASSO2026.034.06790.9334
MCP2026.034.85810.7325
SCAD2026.034.86760.7459
GSACE2026.034.94170.7739
GSACE2026.0319.11450.9082
MCP2026.0319.22810.6575
SCAD2026.0319.22870.6628