Table 5 Median of 100×ISE for GSS estimator with MISE bandwidth

π ₀

(0.2,N)

0.278

0.460

0.370

0.455

0.535

0.143

0.234

0.180

0.215

0.334

(0.5,N)

0.559

0.943

0.701

1.015

1.039

0.320

0.503

0.382

0.529

0.728

(0.2,L)

0.343

0.411

0.407

0.469

0.433

0.173

0.196

0.202

0.216

0.233

(0.5,L)

0.533

0.629

0.630

0.701

0.653

0.286

0.317

0.350

0.384

0.401

π ₁

(0.2,N)

1.923

2.407

2.116

2.322

2.709

1.545

1.832

1.788

1.812

2.064

(0.5,N)

2.829

3.730

3.032

3.744

4.601

2.474

3.166

2.640

3.052

3.810

(0.2,L)

1.309

1.637

1.494

1.721

1.998

0.671

1.016

0.784

1.234

1.271

(0.5,L)

1.789

2.216

2.116

2.524

2.848

0.992

1.431

1.039

1.671

1.929

π ₂

(0.2,N)

1.593

1.612

1.593

4.513

1.956

1.158

1.158

1.158

5.050

1.401

(0.5,N)

4.115

4.175

4.175

7.120

4.375

3.147

3.147

3.147

6.273

3.456

(0.2,L)

1.229

1.230

1.230

4.098

1.044

0.873

0.873

0.873

4.401

0.636

(0.5,L)

2.520

2.529

2.633

4.838

1.752

1.631

1.631

1.640

3.925

1.048