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]

@article{PebayTKB16,
  title = {Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights},
  author = {Philippe P. Pébay and Timothy B. Terriberry and Hemanth Kolla and Janine Bennett},
  year = {2016},
  doi = {10.1007/s00180-015-0637-z},
  url = {https://doi.org/10.1007/s00180-015-0637-z},
  researchr = {https://researchr.org/publication/PebayTKB16},
  cites = {0},
  citedby = {0},
  journal = {Comput. Stat.},
  volume = {31},
  number = {4},
  pages = {1305-1325},
}