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

From: A nonparametric approach for quantile regression

Ï„

0.95

0.96

0.97

0.98

0.99

SMSE(QR(Ï„|x))

22.091

26.632

28.982

42.725

73.340

SMSE(QLP(Ï„|x))

8.160

9.667

11.074

15.080

23.734

SMSE(QD(Ï„|x))

5.161

6.630

6.552

8.850

11.596

Efficiency

 

SEFF(QLP(Ï„|x))

2.7072

2.7449

2.6171

2.8332

3.0901

SEFF(QD(Ï„|x))

4.2804

4.0169

4.4234

4.8278

6.3246