Table 2.

Mean square error (MSE) of the single-kernel percentile estimators ${\widehat{q}}^{SW}(p\mid x)$ with ${\widehat{h}}_1\left(p\right)$ and ${\widehat{h}}_1^{\ast }\left(p\right)$ when percentile values p=(.25, .5, .75, .95)

	p=.25 MSE using		p=.5 MSE using		p=.75 MSE using		p=.95 MSE using
x	${\widehat{h}}_1\left(p\right)$	${\widehat{h}}_1^{\ast }\left(p\right)$	${\widehat{h}}_1\left(p\right)$	${\widehat{h}}_1^{\ast }\left(p\right)$	${\widehat{h}}_1\left(p\right)$	${\widehat{h}}_1^{\ast }\left(p\right)$	${\widehat{h}}_1\left(p\right)$	${\widehat{h}}_1^{\ast }\left(p\right)$
0	0.51	0.49	0.47	0.57	0.76	0.73	1.34	1.05
.2	0.45	0.34	0.33	0.28	0.77	0.64	1.31	1.01
.4	0.29	0.28	0.20	0.20	0.51	0.50	0.95	0.86
.6	0.31	0.27	0.25	0.22	0.49	0.47	0.89	0.80
.8	0.26	0.24	0.21	0.20	0.43	0.40	0.83	0.74
1	0.25	0.21	0.20	0.18	0.38	0.34	0.83	0.66
1.5	0.20	0.16	0.17	0.13	0.30	0.24	0.71	0.48
2	0.21	0.16	0.17	0.14	0.33	0.26	0.77	0.54
2.5	0.24	0.18	0.20	0.16	0.36	0.27	0.93	0.61
3	0.30	0.21	0.26	0.18	0.50	0.34	1.16	0.74
3.5	0.36	0.26	0.30	0.21	0.59	0.39	1.28	0.88
4	0.41	0.31	0.35	0.27	0.71	0.54	1.67	1.35
4.2	0.49	0.37	0.40	0.32	0.86	0.65	1.87	1.53
4.4	0.66	0.50	0.49	0.41	1.13	0.84	2.13	1.75
4.6	0.95	0.78	0.66	0.60	1.65	1.27	2.82	2.33
4.8	1.37	1.41	1.21	1.08	2.59	2.11	4.38	3.47
5	2.36	2.41	3.37	2.31	5.32	4.25	9.22	6.08