Research Article
New Bandwidth Selection for Kernel Quantile Estimators
Table 3
Mean squared errors results for bandwidth selection methods for different sample sizes and for data from a Log-normal distribution.
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| 0.05 | method 1 | 0.001663032 | 0.0010098573 | 0.0006568989 | method 2 | 0.002384136 | 0.0007270441 | 0.0003613541 | 0.10 | method 1 | 0.001863141 | 0.0008438333 | 0.0002915013 | method 2 | 0.002601994 | 0.0008361475 | 0.0002981938 | 0.15 | method 1 | 0.002633153 | 0.0013492870 | 0.0004451506 | method 2 | 0.002623552 | 0.0011943144 | 0.0003738508 | 0.20 | method 1 | 0.003753458 | 0.0019922356 | 0.0006866399 | method 2 | 0.003107351 | 0.0014724525 | 0.0005685022 | 0.25 | method 1 | 0.004956635 | 0.0027140878 | 0.0009886053 | method 2 | 0.004564382 | 0.0022952079 | 0.0008557756 | 0.30 | method 1 | 0.006480195 | 0.0035603171 | 0.0015897314 | method 2 | 0.006436967 | 0.0031574264 | 0.0011938924 | 0.35 | method 1 | 0.008858850 | 0.0047972372 | 0.0023446072 | method 2 | 0.008443129 | 0.0038626105 | 0.0015443970 | 0.40 | method 1 | 0.010053969 | 0.0055989143 | 0.0022496198 | method 2 | 0.010893398 | 0.0051735721 | 0.0017579579 | 0.45 | method 1 | 0.012998940 | 0.0069058362 | 0.0030102466 | method 2 | 0.013607931 | 0.0063606758 | 0.0019799551 | 0.55 | method 1 | 0.019687850 | 0.0115431473 | 0.0051386226 | method 2 | 0.020581110 | 0.0100828810 | 0.0029554466 | 0.60 | method 1 | 0.023881883 | 0.0129227902 | 0.0046644050 | method 2 | 0.025845419 | 0.0129081138 | 0.0040301844 | 0.65 | method 1 | 0.032155537 | 0.0160476126 | 0.0056732073 | method 2 | 0.035737008 | 0.0167147469 | 0.0056528658 | 0.70 | method 1 | 0.045027965 | 0.0249576836 | 0.0077709058 | method 2 | 0.042681315 | 0.0223936302 | 0.0077616346 | 0.75 | method 1 | 0.060715676 | 0.0318891176 | 0.0121926243 | method 2 | 0.059276198 | 0.0323738749 | 0.0104119217 | 0.80 | method 1 | 0.087694754 | 0.0450814911 | 0.0165993582 | method 2 | 0.090704630 | 0.0530374710 | 0.0168162426 | 0.85 | method 1 | 0.140537374 | 0.0840290373 | 0.0311728395 | method 2 | 0.193857196 | 0.1131949907 | 0.0350218855 | 0.90 | method 1 | 0.289944417 | 0.1642236062 | 0.0679038026 | method 2 | 0.552092689 | 0.2763301818 | 0.1112433633 | 0.95 | method 1 | 1.119717137 | 0.4764026616 | 0.1984216218 | method 2 | 2.306672668 | 1.3159008668 | 0.2217620895 |
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