Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights

2016/03/29 by Philippe Pébaÿ, Philippe Pébay, Timothy B. Terriberry +3 · 1 citation
Computer Science · #Matrix Theory and Algorithms #Numerical Methods and Algorithms #Polynomial and algebraic computation

paper · pdf · doi:10.1007/s00180-015-0637-z

crossref issued 2016/03/29 · crossref published 2016/03/29 · crossref published-online 2016/03/29 · openalex publication_date 2016/03/29 · crossref created 2016/03/29 · crossref published-print 2016/12/01 · crossref deposited 2024/06/15 · openalex created_date 2025/10/10 · crossref indexed 2026/04/21 · openalex updated_date 2026/08/02

Citations

• Algorithms for Computing the Sample Variance: Analysis and Recommendations
• Tutorial on higher-order statistics (spectra) in signal processing and system theory: theoretical results and some applications

Cited by

• Algorithms for calculating variance [wikipedia]