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Benchmarks
Conditional Shortfall Estimation on DGP sinusoidal (clean) n=100,000 oracle, n=3000 train (holdout)
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0.98
MAE
QR-avg
0.9576
1.1088
1.26
1.4112
May 26, 2026
MAE
Updated 6d ago
Evaluation Results
Method
Method
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MAE
QR-avg
alpha=0.01, n=3000, se...
2026.05
0.98
Proposed Ŝα
alpha=0.01, n=3000, se...
2026.05
1.54
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