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.

𝑝		𝑛=100	𝑛=200	𝑛=500
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