LASSO + LIU (olse) | 372.8135 | 3.691223 | 1.649626 | 144,740.5 | 4523.14 | 28.06844 |
LASSO + 0.05分位数回归 | 1101.100371 | 10.79510167 | 3.285590 | 183,661.3 | 5565.493 | 29.62569 |
LASSO + 0.25分位数回归 | 591.95227 | 5.803454 | 2.4090358 | 138,480.2 | 4196.37 | 28.57266 |
LASSO + 0.5分位数回归 | 417.6217 | 4.094331 | 2.023445 | 133,381.1 | 4041.852 | 28.30217 |
LASSO + 0.75分位数回归 | 598.022632 | 5.86296698 | 2.421356 | 150,362.6 | 4556.443 | 28.75382 |
LASSO + 0.95分位数回归 | 1105.00744 | 10.833406 | 3.2914140 | 112,017.4 | 3394.467 | 25.24244 |