Following the shooting, which took place on Monday, the eight officers who were directly involved in the shootout have been placed on administrative leave.
Giuliani was campaigning for his son Andrew, who is running as a Republican candidate for governor of New York, when the incident took place on Sunday.
Kennedy was flying a plane along with his wife, Carolyn Bessette-Kennedy, and sister-in-law in 1999 when it crashed into the Atlantic Ocean near Martha's Vineyard.