Table 6.
Mean Square Error and Bias for the using Jump data set.
Fixed Bandwidth h = 0.2 | ||
---|---|---|
Sample size | MSE | BIAS |
n = [100,100] | [0.01205009, 0.01188809] | [0.02199, 0.02232] |
n = [150,150] | [0.01658871, 0.01798214] | [0.02319, 0.02401] |
n = [200,200] | [0.02289497, 0.02191454] | [0.02492, 0.02523] |
n = [250,250] | [0.02546805, 0.02469677] | [0.02588, 0.02632] |
n = [300,300] | [0.02863773, 0.02848747] | [0.02702, 0.02773] |
Fixed Bandwidth h = 0.5 | ||
n = [100,100] | [0.01214137, 0.01198277] | [0.02212, 0.01281] |
n = [150,150] | [0.01668117, 0.01807667] | [0.02327, 0.02431] |
n = [200,200] | [0.02298611, 0.02200692] | [0.02517, 0.02579] |
n = [250,250] | [0.02554803, 0.02477629] | [0.02593, 0.02641] |
n = [300,300] | [0.02871328, 0.02856456] | [0.02719, 0.02781] |
: Direct Plug-in Method, Wand and Jones [15] | ||
n = [100,100] | [0.01206712, 0.01187864] | [0.02217, 0.01293] |
n = [150,150] | [0.01659800, 0.01791894] | [0.02391, 0.02467] |
n = [200,200] | [0.02288552, 0.02191070] | [0.02563, 0.02592] |
n = [250,250] | [0.02546793, 0.02469395] | [0.02603, 0.02681] |
n = [300,300] | [0.02863886, 0.02848247] | [0.02728, 0.02795] |
: Direct Plug-in Method, Wand and Jones [15] | ||
n = [100,100] | [0.01205550, 0.01188799] | [0.02242, 0.01317] |
n = [150,150] | [0.01659424, 0.01792550] | [0.02477, 0.02489] |
n = [200,200] | [0.02289183, 0.02191304] | [0.02532, 0.02594] |
n = [250,250] | [0.02546676, 0.02469463] | [0.02611, 0.02683] |
n = [300,300] | [0.02863664, 0.02848310] | [0.02732, 0.02798] |
: Biased Cross-validation, Scott and Terrell [16] | ||
n = [100,100] | [0.01213442, 0.01197712] | [0.02251, 0.01352] |
n = [150,150] | [0.01666418, 0.01800725] | [0.02481, 0.02494] |
n = [200,200] | [0.02296544, 0.02200771] | [0.02539, 0.02603] |
n = [250,250] | [0.02552291, 0.02479956] | [0.02618, 0.02686] |
n = [300,300] | [0.02868704, 0.02857982] | [0.02741, 0.02807] |
: Biased Cross-validation, Scott and Terrell [16] | ||
n = [100,100] | [0.01217254, 0.01199764] | [0.02258, 0.01361] |
n = [150,150] | [0.01671417, 0.01803506] | [0.02488, 0.02505] |
n = [200,200] | [0.02301658, 0.02196197] | [0.02543, 0.02610] |
n = [250,250] | [0.02554021, 0.02472381] | [0.02621, 0.02691] |
n = [300,300] | [0.02867209, 0.02851481] | [0.02755, 0.02813] |