A new formula for the computation of multivariate factorized moments by using the joint cumulative distribution function |
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| Authors: | Jose- M. pae Borrallow Santrago Zazo |
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| Affiliation: | ESTI Telecomunication , Universidad politecnica de Madrid , Madrid, 28040, Spain |
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| Abstract: | This work presents a closed formula to compute any muitivariate factorized expected value from the knowledge of the joint cumulative distribution function (cdf) of any random variable. Additionally, a new nonparametric estimator alternative to the sample average is presented for the univariate case. |
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| Keywords: | joint cumulative distribution function kernel generalized moments robust estimation |
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