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Conditional Shortfall Estimation on DGP pareto_plus_gaussian n=100,000 oracle, n=3000 train (holdout)
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6.07
MAE
Proposed Ŝα
5.956
6.7255
7.495
8.2645
May 26, 2026
MAE
Updated 6d ago
Evaluation Results
Method
Method
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MAE
Proposed Ŝα
alpha=0.01, n=3000, se...
2026.05
6.07
QR-avg
alpha=0.01, n=3000, se...
2026.05
8.92
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