Return-level estimation on 10 DGPs alpha = 0.001 (deep tail)
15MAE
Proposed Q_alpha(t)
Updated 6d ago
Evaluation Results
| Method | Links | ||
|---|---|---|---|
2026.05 | 15 | 30 | |
2026.05 | 16.9 | 30 | |
2026.05 | 20 | 31 |
Proposed Q_alpha(t)
| Method | Links | ||
|---|---|---|---|
2026.05 | 15 | 30 | |
2026.05 | 16.9 | 30 | |
2026.05 | 20 | 31 |