New Bandwidth Selection for Kernel Quantile Estimators

Table 5

The relative efficiency (R.E) of ℎ_Method1,opt.

𝑛	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