Multivariate Regression on scm20d (Coverage (%))
90.4CoverageNaïve QR
Evaluation results
| Method | Links | |
|---|---|---|
| Naïve QRDesired coverage=0.92025.03 | 90.4 | |
| MVCSDesired coverage=0.92025.03 | 90.3 | |
| Emp. Cov.Desired coverage=0.92025.03 | 90.2 | |
| Loc. Emp. Cov.Desired coverage=0.92025.03 | 90.2 |