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Covariance matrix estimation on Expectile Model d = 5

1.51MSE

De-biased

1.48241.66871.8552.0413Apr 23, 2026
Updated 3mo ago

Evaluation Results

MethodLinks
2026.04
1.51
2026.04
1.68
2026.04
1.87
2026.04
2.15
2026.04
2.19
2026.04
2.2