Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights (Q333360): Difference between revisions

Latest revision as of 14:35, 9 December 2024

scientific article

Language	Label	Description	Also known as
English	Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights	scientific article

Statements

instance of

scholarly article

0 references

title

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

0 references

author

Philippe Pébay

0 references

Timothy B. Terriberry

0 references

Hemanth Kolla

0 references

Janine C. Bennett

0 references

published in

Computational Statistics

0 references

publication date

28 October 2016

0 references

full work available at URL

https://zenodo.org/record/1232635

0 references

zbMATH Keywords

descriptive statistics

0 references

statistical moments

0 references

parallel computing

0 references

large data analysis

0 references

describes a project that uses

Stata

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Adaptive estimation of the fourth-order cumulant of a white stochastic process

0 references

The Theory of Unbiased Estimation

0 references

Q3953128

0 references

Algorithms for Computing the Sample Variance: Analysis and Recommendations

0 references

Recursive estimation of fourth-order cumulants with application to identification.

0 references

Q4717842

0 references

Q4414215

0 references

Comparison of several algorithms for computation of means, standard deviations and correlation coefficients

0 references

Q3136730

0 references

Accurate Sum and Dot Product

0 references

New criteria for blind deconvolution of nonminimum phase systems (channels)

0 references

Direction finding algorithms based on high-order statistics

0 references

The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments

0 references

Updating mean and variance estimates

0 references

Identifiers

zbMATH Open document ID

1348.65039

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

10.1007/S00180-015-0637-Z

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:333360

@@ Property / DOI @@
-.1007/s00180-015-0637-z
@@ Property / DOI: 10.1007/s00180-015-0637-z / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+Stata
@@ Property / describes a project that uses: Stata / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2333251588
@@ Property / OpenAlex ID: W2333251588 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive estimation of the fourth-order cumulant of a white stochastic process
+Normal rank
@@ Property / cites work @@
+The Theory of Unbiased Estimation
@@ Property / cites work: The Theory of Unbiased Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Q3953128
@@ Property / cites work: Q3953128 / rank @@
+Normal rank
@@ Property / cites work @@
+Algorithms for Computing the Sample Variance: Analysis and Recommendations
+Normal rank
@@ Property / cites work @@
+Recursive estimation of fourth-order cumulants with application to identification.
+Normal rank
@@ Property / cites work @@
+Q4717842
@@ Property / cites work: Q4717842 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4414215
@@ Property / cites work: Q4414215 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of several algorithms for computation of means, standard deviations and correlation coefficients
+Normal rank
@@ Property / cites work @@
+Q3136730
@@ Property / cites work: Q3136730 / rank @@
+Normal rank
@@ Property / cites work @@
+Accurate Sum and Dot Product
@@ Property / cites work: Accurate Sum and Dot Product / rank @@
+Normal rank
@@ Property / cites work @@
+New criteria for blind deconvolution of nonminimum phase systems (channels)
+Normal rank
@@ Property / cites work @@
+Direction finding algorithms based on high-order statistics
+Normal rank
@@ Property / cites work @@
+The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
+Normal rank
@@ Property / cites work @@
+Updating mean and variance estimates
@@ Property / cites work: Updating mean and variance estimates / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S00180-015-0637-Z
@@ Property / DOI: 10.1007/S00180-015-0637-Z / rank @@
+Normal rank