kerdiest: Nonparametric kernel estimation of the distribution function. Bandwidth selection and estimation of related functions. Nonparametric kernel distribution function estimation is performed. Three automatic bandwidth selection methods for nonparametric kernel distribution function estimation are implemented: the plug-in of Altman and Leger, the plug-in of Polansky and Baker, and the modified cross-validation of Bowman, Hall and Prvan. The exceedance function, the mean return period and the return level are also computed.
References in zbMATH (referenced in 2 articles )
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- Dutta, Santanu: Distribution function estimation via Bernstein polynomial of random degree (2016)
- Wang, Jixin; Liu, Yan; Zeng, Xiaohua; Zhou, Zhenping; Wang, Naixiang; Shen, Wanghao: Selection method for kernel function in nonparametric extrapolation based on multicriteria decision-making technology (2013)