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Table 1 Simulation Mean Square Errors (SMSEs) and Efficiencies (SEFFs) of Estimating Qy(τ|x),m=100,n=100,N=6.

From: A nonparametric approach for quantile regression

τ 0.95 0.96 0.97 0.98 0.99
SMSE(QR(τ|x)) 22.091 26.632 28.982 42.725 73.340
SMSE(QLP(τ|x)) 8.160 9.667 11.074 15.080 23.734
SMSE(QD(τ|x)) 5.161 6.630 6.552 8.850 11.596
Efficiency  
SEFF(QLP(τ|x)) 2.7072 2.7449 2.6171 2.8332 3.0901
SEFF(QD(τ|x)) 4.2804 4.0169 4.4234 4.8278 6.3246