Statistical Inference on Expectile Regression model
92.03Empirical CoverageDe-biased
Evaluation Results
| Method | Links | |
|---|---|---|
| De-biasedDimension (d)=50, Sample size (n)=500000, Nominal Level=95%2026.04 | 92.03 | |
| De-biasedDimension (d)=20, Sample size (n)=200000, Nominal Level=95%2026.04 | 91.27 | |
| De-biasedDimension (d)=5, Sample size (n)=60000, Nominal Level=95%2026.04 | 90.33 | |
| Online BMDimension (d)=50, Sample size (n)=500000, Nominal Level=95%2026.04 | 89.49 | |
| Online BMDimension (d)=20, Sample size (n)=200000, Nominal Level=95%2026.04 | 88.09 | |
| Online BMDimension (d)=5, Sample size (n)=60000, Nominal Level=95%2026.04 | 85.8 |