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}, }