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Table 3 Simulation mean square errors (SMSE) and efficiencies (SEFF) of estimating Q y (Ï„|x),m=1000,n=300,N=1000

From: High quantile regression for extreme events

Ï„

0.95

0.96

0.97

0.98

0.99

S M S E(Q R (Ï„))

2.0533 ×108

2.0103 ×108

2.7731 ×108

5.1199 ×10 8

1.7458 ×109

S M S E(Q W(f)(Ï„))

1.4939 ×108

1.4146 ×108

2.2462 ×108

4.5520 ×108

1.7161 ×109

S E F F(Q W(f)(Ï„))

1.6770

1.4211

1.2346

1.1248

1.0174