Research Article
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.
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| 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 |
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