Journal of Probability and Statistics / 2012 / Article / Tab 5

Research Article

New Bandwidth Selection for Kernel Quantile Estimators

Table 5

The relative efficiency (R.E) of M e t h o d 1 , o p t .

𝑛 Standard normal dist.Exponential dist.Log normal dist.Double exponential dist.

100 1.0372762.6362501.8060821.520903
200 0.69863242.9528082.0963071.308667
500 0.44558282.3244231.1735470.4519134

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