ResearchTasksOut-of-sample Mean Squared Error EstimationOut-of-sample Mean Squared Error EstimationFollowBenchmarksDatasetSOTA methodSortMost resultsRecently updatedMost papersApplyDatasetSOTA methodMetricTrendResultsLast updatedSpiked covariance model N = 200lambda_min1.07Median OOS Random-X MSE36May 28, 2026