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Estimation Error on Example sigma=1 N=100 1
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0.9063
Estimation Error
Mnet
0.578852
2.789126
4.9994
7.209674
Mar 6, 2026
Estimation Error
Standard Deviation
Updated 1mo ago
Evaluation Results
Method
Method
Links
Estimation Error
Standard Deviation
Mnet
2026.03
0.9063
0.1692
SPPCSO
2026.03
1.0472
0.1593
Enet
2026.03
1.2426
0.316
LASSO
2026.03
1.7573
0.42
SACE
2026.03
1.7587
0.4274
GSACE
2026.03
7.7451
1.595
SCAD
2026.03
8.372
2.4588
MCP
2026.03
9.0925
3.0784
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