A new formula for the computation of multivariate factorized moments by using the joint cumulative distribution function |
| |
| Authors: | Jose- M pae Borrallow Santrago Zazo |
| |
| Institution: | ESTI Telecomunication , Universidad politecnica de Madrid , Madrid, 28040, Spain |
| |
| 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. |
| |
| Keywords: | joint cumulative distribution function kernel generalized moments robust estimation |
|
