Some types of bones splinter, and any kind if it isn't strong enough to remain intact and can be swallowed in large chunks can be dangerous. It also depends on where you purchase a bone - a lot of specifically prepared dog bones come from China and can be littered with dangerous bacteria or dangerous chemicals. Same goes for rawhide if it comes from China.
Rawhide, compressed or not can be very dangerous... better to just not take the risk. Damn things are so high risk for choking and stomach or intestinal blockages that they should be illegal.
Marrow bones like knuckles are the safest bet, but again, one has to be careful where they come from.
Cooked bones are more likely to splinter but raw bones can be a bacteria nightmare.