Description Author(s) References
Nonparametric kernel distribution function estimation for continuous random variables is performed. Three automatic bandwidth selection procedures for nonparametric kernel distribution function estimation are implemented: the plug-in method of Altman and Leger, the plug-in method of Polansky and Baker, and the modified cross-validation method of Bowman, Hall and Prvan. The exceedance function, the mean return period and the return level are also computed.
Graciela Estevez Perez graci@udc.es and Alejandro Quintela del Rio aquintela@udc.es
Maintainer: Alejandro Quintela del Rio aquintela@udc.es
Quintela-del-Rio, A. and Estevez-Perez, G. (2012) Nonparametric Kernel Distribution Function Estimation with kerdiest: An R Package for Bandwidth Choice and Applications, Journal of Statistical Software 50(8), pp. 1-21. URL http://www.jstatsoft.org/v50/i08/.
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