New Bandwidth Selection for Kernel Quantile Estimators

Table 2

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

𝑝		𝑛=100	𝑛=200	𝑛=500
0.05	method 1	0.001687025	0.0014699990	0.0014107454
	method 2	0.0006023236	0.0002476745	8.122873𝑒−05
0.10	method 1	0.001306211	0.0009229338	0.0007744410
	method 2	0.0008225254	0.0004075822	1.749150𝑒−04
0.15	method 1	0.001589646	0.0008940486	0.0006237375
	method 2	0.0012963576	0.0006938287	3.186597𝑒−04
0.20	method 1	0.002187990	0.0011477063	0.0006801504
	method 2	0.0019188172	0.0010358272	4.746909𝑒−04
0.25	method 1	0.002916417	0.0015805678	0.0008156225
	method 2	0.0026838659	0.0014096523	6.303538𝑒−04
0.30	method 1	0.003827511	0.0019724207	0.0010289166
	method 2	0.0036542688	0.0018358956	7.948940𝑒−04
0.35	method 1	0.004919618	0.0025540323	0.0012720751
	method 2	0.0048301657	0.0023318358	9.724792𝑒−04
0.40	method 1	0.005868113	0.0031932355	0.0016253398
	method 2	0.0060092243	0.0028998751	1.170038𝑒−03
0.45	method 1	0.007267783	0.0039962426	0.0021094081
	method 2	0.0072785641	0.0035363816	1.417269𝑒−03
0.55	method 1	0.011776976	0.0065148222	0.0039208447
	method 2	0.0110599156	0.0055548552	2.154130𝑒−03
0.60	method 1	0.012864521	0.0070366699	0.0026965785
	method 2	0.0138585365	0.0070359561	2.626137𝑒−03
0.65	method 1	0.018173097	0.0086476349	0.0031472559
	method 2	0.0169709413	0.0088832263	3.255114𝑒−03
0.70	method 1	0.021125532	0.0111607501	0.0041235720
	method 2	0.0201049720	0.0114703180	4.201740𝑒−03
0.75	method 1	0.024025836	0.0150785289	0.0057215181
	method 2	0.0229763952	0.0149490250	5.812526𝑒−03
0.80	method 1	0.037367344	0.0204676368	0.0081595071
	method 2	0.0407106885	0.0181647976	8.020787𝑒−03
0.85	method 1	0.057785539	0.0317404871	0.0098128398
	method 2	0.0838657681	0.0300656149	1.134861𝑒−02
0.90	method 1	0.078797379	0.0426418410	0.0152139697
	method 2	0.1878456852	0.1117820016	2.156987𝑒−02
0.95	method 1	0.121239102	0.0810135450	0.0284524316
	method 2	0.6668323836	0.4923732684	1.478679𝑒−01