Multivariate Regression on scm20d
3.45Normalized VolumeNaïve QR
Evaluation results
| Method | Links | |
|---|---|---|
| Naïve QRdesired coverage=0.92025.03 | 3.45 | |
| Emp. Cov.desired coverage=0.92025.03 | 2.64 | |
| Loc. Emp. Cov.desired coverage=0.92025.03 | 2.64 | |
| MVCSdesired coverage=0.92025.03 | 1.51 |