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Table 3 Median of 100×ISE for the GSS deconvolution estimators with CV, MISE, and PI bandwidths, and the nonparametric (NP) estimator with PI bandwidth. Sample size n=500

From: Density deconvolution for generalized skew-symmetric distributions

Ï€

(NSR,U)

CV

MISE

PI

NP

Ï€0

(0.2,N)

0.190

0.180

0.160

0.334

 

(0.5,N)

0.356

0.382

0.297

0.728

 

(0.2,L)

0.186

0.202

0.152

0.233

 

(0.5,L)

0.295

0.350

0.226

0.401

Ï€1

(0.2,N)

1.885

1.788

2.027

2.064

 

(0.5,N)

2.781

2.640

3.350

3.810

 

(0.2,L)

0.897

0.784

0.991

1.271

 

(0.5,L)

1.264

1.039

1.304

1.929

Ï€2

(0.2,N)

1.492

1.158

1.173

1.401

 

(0.5,N)

3.746

3.147

2.967

3.456

 

(0.2,L)

0.845

0.873

0.471

0.636

 

(0.5,L)

1.752

1.640

1.376

1.048