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Conditional Shortfall Estimation on DGP sinusoidal_pareto n=100,000 oracle, n=3000 train (holdout)
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8.86
MAE
Proposed Ŝα
8.7512
9.4856
10.22
10.9544
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
8.86
QR-avg
alpha=0.01, n=3000, se...
2026.05
11.58
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