A new formula for the computation of multivariate factorized moments by using the joint cumulative distribution function

DOI10.1080/03610929908832441zbMATH Open0943.62044OpenAlexW2050364510MaRDI QIDQ4935429FDOQ4935429

Authors: José M. Páez-Borallo, S. Zazo 

Publication date: 31 January 2000

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929908832441

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zbMATH Keywords

kernelrobust estimationgeneralized momentsjoint cumulative distribution function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Multivariate distribution of statistics (62H10)

Cites Work

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Cited In (4)

• A general treatment of alternative expectation formulae
• Computing the Distribution and Expected Value of the Concomitant Rank-Order Statistics
• On the computing of the moments of bivariate order statistics
• Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights

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