This function helps to calculate MSE by using 19 different bandwidths which are Normal Scale Rule (NSR), Complete Cross Validation (CCV), Biased Cross Validation (BCV), Unbiased Cross Validation (UBCV),
Direct Plug-In (DPI), Modified Cross Validation (MCV), Maximum Likelihood Cross Validation (MLCV), Trimmed Cross Validation (TCV), Smooth Cross Validation (SCV), Bootstrap without Sampling (bWOs), Bootstrap with Sampling (bWs),
Bandwidth of Altman and Leger (AL), One-sided Cross Validation (OCV), Akaike information criterion (AIC), Indirect Cross Validation (ICV), Mallow<U+2019> Cp (MallowCp), Generalized Cross Validation (GCV), Polansky and Baker Plug-In (PB),
and Gasser, Kniep, and K<U+00F6>hler Cross Validation (GKK). For RIG kernel see righcomp
.