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Covariance matrix estimation on Toeplitz covariance structure ϱ = 0.3, p = 4000

1.501Computation Time (s)

PFBS

1.173763.382635.59157.80037Mar 30, 2026
Updated 21d ago

Evaluation Results

MethodLinks
2026.03
1.5011.8959.831
2026.03
3.5671.8879.78
2026.03
3.9611.8929.817
2026.03
4.0566.9224
2026.03
6.7211.2657.659
2026.03
9.6821.8969.839