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Variable Selection on Example 2 ρ=0.75

100TPRSPPCSO
16.838.46081.6Mar 6, 2026
Updated 7mo ago

Evaluation results

MethodLinks
SPPCSO2026.0310099.735
Enet2026.0399.996.60
LASSO2026.0398.896.40
SACE2026.0398.796.40
Mnet2026.0396.898.83.8
GSACE2026.0320.199.60
MCP2026.032099.80
SCAD2026.032099.40