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Covariance Matrix Estimation on Expectile Regression Model d=50
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8.12
Frobenius Error
De-biased
7.8408
9.7254
11.61
13.4946
Apr 23, 2026
Frobenius Error
Updated 1mo ago
Evaluation Results
Method
Method
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Frobenius Error
De-biased
n=500000
2026.04
8.12
De-biased
n=250000
2026.04
8.76
De-biased
n=125000
2026.04
9.94
Online BM
n=500000
2026.04
13.62
Online BM
n=250000
2026.04
14.15
Online BM
n=125000
2026.04
15.1
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