Return-level estimation on freMTPL2 (downstream)
6.87MAE @ alpha=0.01QR (Koenker)
Evaluation results
| Method | Links | ||
|---|---|---|---|
| QR (Koenker)ntrain=5000, resample seeds=5, scale=log(Y + 1)2026.05 | 6.87 | 7.17 | |
| Residual-PWM POTntrain=5000, resample seeds=5, scale=log(Y + 1)2026.05 | 7.1 | 6.14 |