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Estimation Error on Example 1 sigma=0.5 (N=100)
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0.6252
Estimation Error
Mnet
0.32666
2.341805
4.35695
6.372095
Mar 6, 2026
Estimation Error
Standard Deviation
Updated 1mo ago
Evaluation Results
Method
Method
Links
Estimation Error
Standard Deviation
Mnet
2026.03
0.6252
0.1383
Enet
2026.03
0.7861
0.1697
SACE
2026.03
0.9564
0.2071
LASSO
2026.03
0.9571
0.2083
SPPCSO
2026.03
1.0098
0.1504
GSACE
2026.03
7.1896
1.4645
SCAD
2026.03
7.8636
3.287
MCP
2026.03
8.0887
2.2153
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