Nonparametric Kernel Estimation of Distribution Function
Compute the Plug-in Bandwidth of Altman and Leger
Compute the Cross-Validation Bandwidth of Bowman et al (1998)
Exceedance Function Estimation
Kernel Estimation of the Distribution Function
Internal Grid Functions
Nonparametric Kernel Estimation of the Distribution Function
Mean Return Period Estimation
Compute the Plug-in Bandwidth of Polansky and Baker
Return Level Estimation
Nonparametric kernel distribution function estimation is performed. Three bandwidth selectors are implemented: the plug-in selectors of Altman and Leger and of Polansky and Baker, and the cross-validation selector of Bowman, Hall and Prvan. The exceedance function, the mean return period and the return level are also computed. For details, see Quintela-del-Río and Estévez-Pérez (2012) <doi:10.18637/jss.v050.i08>.