Research Article
New Bandwidth Selection for Kernel Quantile Estimators
Table 5
The relative efficiency (R.E) of .
| | Standard normal dist. | Exponential dist. | Log normal dist. | Double exponential dist. |
|
100
| 1.037276 | 2.636250 | 1.806082 | 1.520903 |
200
| 0.6986324 | 2.952808 | 2.096307 | 1.308667 |
500
| 0.4455828 | 2.324423 | 1.173547 | 0.4519134 |
|
|