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

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instance of

scholarly article

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title

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

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author

Philippe Pébay

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Timothy B. Terriberry

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Hemanth Kolla

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Janine C. Bennett

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published in

Computational Statistics

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publication date

28 October 2016

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full work available at URL

https://zenodo.org/record/1232635

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zbMATH Keywords

descriptive statistics

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statistical moments

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parallel computing

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large data analysis

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describes a project that uses

Stata

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MaRDI profile type

MaRDI publication profile

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cites work

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

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The Theory of Unbiased Estimation

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Q3953128

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Algorithms for Computing the Sample Variance: Analysis and Recommendations

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

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Q4717842

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Q4414215

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

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Q3136730

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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

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Updating mean and variance estimates

0 references

Identifiers

zbMATH Open document ID

1348.65039

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Mathematics Subject Classification ID

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10.1007/S00180-015-0637-Z

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Sitelinks

Mathematics(1 entry)

mardi Publication:333360

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@@ 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