Sample size

Kernel estimator

Bias

Variance

MSE

20

OK

−0.035504

0.003537

0.004798

BRK

−0.015563

0.004579

0.004821

GEOK

−0.021755

0.003326

0.003800

GEBRK

−0.015037

0.003978

0.004204

50

OK

−0.022483

0.002055

0.002560

BRK

−0.007345

0.002321

0.002375

GEOK

−0.013747

0.001689

0.001878

GEBRK

−0.007874

0.001904

0.001966

100

OK

−0.017031

0.001308

0.001598

BRK

−0.005084

0.001334

0.001360

GEOK

−0.011120

0.000978

0.001102

GEBRK

−0.006062

0.001048

0.001085

200

OK

−0.013480

0.000816

0.000998

BRK

−0.003789

0.000793

0.000807

GEOK

−0.009041

0.000569

0.000650

GEBRK

−0.004779

0.000605

0.000628