New Bandwidth Selection for Kernel Quantile Estimators

Table 4

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

𝑝		𝑛=100	𝑛=200	𝑛=500
0.05	method 1	0.35372420	0.288207742	0.251339747
	method 2	0.45458819	0.315704320	0.051385372
0.10	method 1	0.07123072	0.043684160	0.029307307
	method 2	0.14868952	0.097871072	0.023601368
0.15	method 1	0.05081769	0.025358946	0.009241326
	method 2	0.09377244	0.035207151	0.010910214
0.20	method 1	0.02489079	0.015360242	0.007647199
	method 2	0.04997348	0.024864359	0.008013159
0.25	method 1	0.01863802	0.012204904	0.004401402
	method 2	0.03117942	0.019101033	0.006247279
0.30	method 1	0.01869611	0.012031162	0.004145965
	method 2	0.02516932	0.014680335	0.004847191
0.35	method 1	0.01562279	0.009560873	0.003235724
	method 2	0.02017404	0.011355808	0.003513386
0.40	method 1	0.01430068	0.007860775	0.002493813
	method 2	0.01669505	0.009165203	0.002621345
0.45	method 1	0.01386331	0.007587705	0.002485022
	method 2	0.01529664	0.008221501	0.002104265
0.55	method 1	0.01501458	0.007801051	0.002013993
	method 2	0.01280613	0.007796411	0.002227569
0.60	method 1	0.01712203	0.009076922	0.002233672
	method 2	0.01394454	0.009475605	0.002791236
0.65	method 1	0.01946241	0.011129870	0.003521070
	method 2	0.01840894	0.012558998	0.003628169
0.70	method 1	0.02098394	0.011997405	0.003255335
	method 2	0.02333092	0.015792466	0.004534060
0.75	method 1	0.02791943	0.016885471	0.004419826
	method 2	0.02937457	0.019852122	0.005469359
0.80	method 1	0.03532806	0.021319714	0.005471649
	method 2	0.04294634	0.024757804	0.007270187
0.85	method 1	0.05463890	0.030489951	0.011338629
	method 2	0.08441144	0.035306415	0.012054182
0.90	method 1	0.09188621	0.058587164	0.030485192
	method 2	0.14755444	0.083844232	0.024399440
0.95	method 1	0.28184945	0.224432372	0.180645893
	method 2	0.51462209	0.319147435	0.076406491