New Bandwidth Selection for Kernel Quantile Estimators

Table 1

Mean squared errors results for bandwidth selection methods for different sample sizes and for data from a normal distribution.

𝑝		𝑛=100	𝑛=200	𝑛=500
0.05	method 1	0.34841956	0.321073870	0.298936771
	method 2	0.29636758	0.164364738	0.090598082
0.10	method 1	0.07645956	0.065440575	0.054697205
	method 2	0.04947745	0.022846355	0.015566907
0.15	method 1	0.02291501	0.013920668	0.007384189
	method 2	0.02939708	0.013386234	0.005005849
0.20	method 1	0.01891919	0.009273746	0.003152866
	method 2	0.02228828	0.010094172	0.003812209
0.25	method 1	0.01596948	0.008581398	0.003000777
	method 2	0.01835912	0.008880639	0.003568772
0.30	method 1	0.01614981	0.008035667	0.003208531
	method 2	0.01639148	0.008299838	0.003375445
0.35	method 1	0.01461880	0.007677567	0.003534028
	method 2	0.01544790	0.007763629	0.003012045
0.40	method 1	0.01279474	0.007375428	0.002899081
	method 2	0.01494506	0.007248497	0.002661230
0.45	method 1	0.01224268	0.006128817	0.002183302
	method 2	0.01444153	0.006790490	0.002295830
0.55	method 1	0.01414050	0.006348893	0.001922013
	method 2	0.01373258	0.006702430	0.002099446
0.60	method 1	0.01375373	0.006392721	0.002007274
	method 2	0.01341763	0.006762798	0.002254869
0.65	method 1	0.01344773	0.006063502	0.002589679
	method 2	0.01290569	0.006801901	0.002507202
0.70	method 1	0.01320832	0.006394102	0.002456085
	method 2	0.01233948	0.007001064	0.002691678
0.75	method 1	0.01503264	0.007011867	0.002789939
	method 2	0.01219829	0.007216326	0.002679609
0.80	method 1	0.01604847	0.007246605	0.002715445
	method 2	0.01327836	0.007602346	0.002791240
0.85	method 1	0.01757171	0.009239589	0.004770755
	method 2	0.01740931	0.009522181	0.003848474
0.90	method 1	0.03192379	0.023292975	0.019942754
	method 2	0.03702774	0.018053976	0.012250413
0.95	method 1	0.15323893	0.147773963	0.150811561
	method 2	0.24825188	0.146840177	0.092517440