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Covariance matrix estimation on Toeplitz covariance structure (ρ = 0.1, p = 2000)

1.162Time (s)

LBO

0.901042.662524.4246.18548Mar 30, 2026
Updated 21d ago

Evaluation Results

MethodLinks
2026.03
1.1629.0742.391
2026.03
1.9619.2373.486
2026.03
3.0139.1633.46
2026.03
3.9974.5172
2026.03
7.0699.1983.476
2026.03
7.6869.2023.474