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

Philippe P. Pébay, Timothy B. Terriberry, Hemanth Kolla, Janine Bennett. Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights. Comput. Stat., 31(4):1305-1325, 2016. [doi]

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