Multivariate Regression on Bias correction
1.45Normalized VolumeLoc. Emp. Cov.
Evaluation results
| Method | Links | |
|---|---|---|
| Loc. Emp. Cov.desired coverage=0.92025.03 | 1.45 | |
| MVCSdesired coverage=0.92025.03 | 1.33 | |
| Naïve QRdesired coverage=0.92025.03 | 1.29 | |
| Emp. Cov.desired coverage=0.92025.03 | 1.26 |