Journal of Probability and Statistics / 2012 / Article / Tab 4

Research Article

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.

๐‘ ๐‘› = 1 0 0 ๐‘› = 2 0 0 ๐‘› = 5 0 0

0.05method 10.353724200.2882077420.251339747
method 20.454588190.3157043200.051385372
0.10method 10.071230720.0436841600.029307307
method 20.148689520.0978710720.023601368
0.15method 10.050817690.0253589460.009241326
method 20.093772440.0352071510.010910214
0.20method 10.024890790.0153602420.007647199
method 20.049973480.0248643590.008013159
0.25method 10.018638020.0122049040.004401402
method 20.031179420.0191010330.006247279
0.30method 10.018696110.0120311620.004145965
method 20.025169320.0146803350.004847191
0.35method 10.015622790.0095608730.003235724
method 20.020174040.0113558080.003513386
0.40method 10.014300680.0078607750.002493813
method 20.016695050.0091652030.002621345
0.45method 10.013863310.0075877050.002485022
method 20.015296640.0082215010.002104265
0.55method 10.015014580.0078010510.002013993
method 20.012806130.0077964110.002227569
0.60method 10.017122030.0090769220.002233672
method 20.013944540.0094756050.002791236
0.65method 10.019462410.0111298700.003521070
method 20.018408940.0125589980.003628169
0.70method 10.020983940.0119974050.003255335
method 20.023330920.0157924660.004534060
0.75method 10.027919430.0168854710.004419826
method 20.029374570.0198521220.005469359
0.80method 10.035328060.0213197140.005471649
method 20.042946340.0247578040.007270187
0.85method 10.054638900.0304899510.011338629
method 20.084411440.0353064150.012054182
0.90method 10.091886210.0585871640.030485192
method 20.147554440.0838442320.024399440
0.95method 10.281849450.2244323720.180645893
method 20.514622090.3191474350.076406491

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