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Conditional Shortfall Estimation on DGP sinusoidal_heavytail n=100,000 oracle, n=3000 train (holdout)
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3.83
MAE
Proposed Ŝα
3.7796
4.1198
4.46
4.8002
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
3.83
QR-avg
alpha=0.01, n=3000, se...
2026.05
5.09
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