Sample size

Kernel estimator

Bias

Variance

MSE

20

OK

−0.003146

0.003591

0.003601

BRK

0.006564

0.005192

0.005236

GEOK

0.007186

0.003470

0.003522

GEBRK

0.008243

0.004727

0.004795

50

OK

−0.000313

0.002001

0.002001

BRK

0.006093

0.002522

0.002560

GEOK

0.007797

0.001668

0.001729

GEBRK

0.007741

0.002177

0.002237

100

OK

−0.000609

0.001197

0.001197

BRK

0.004084

0.001369

0.001385

GEOK

0.006424

0.000926

0.000967

GEBRK

−0.058670

0.001150

0.001184

200

OK

−0.000124

0.000661

0.000661

BRK

−0.003466

0.000698

0.000710

GEOK

0.005702

0.000487

0.000520

GEBRK

0.005187

0.000581

0.000608