New Bandwidth Selection for Kernel Quantile Estimators
Figure 4
Left panel: plots of the quantile estimators for method 1 (solid line), method 2 (dotted line) and true quantile (dashed line) for different sample sizes and for data from a double exponential distribution. Right panel: box plots of mean squared error for the quantile estimators for method 1 and method 2 for different sample sizes.
