Numerically stable, scalable formulas for parallel and online computation of higher-order multivariate central moments with arbitrary weights
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Publication:333360
DOI10.1007/S00180-015-0637-ZzbMATH Open1348.65039OpenAlexW2333251588WikidataQ56038038 ScholiaQ56038038MaRDI QIDQ333360FDOQ333360
Philippe Pébay, H. Kolla, J. C. Bennett, Timothy B. Terriberry
Publication date: 28 October 2016
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://zenodo.org/record/1232635
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Cited In (6)
- Anomaly detection in scientific data using joint statistical moments
- A parallel dynamic asynchronous framework for uncertainty quantification by hierarchical Monte Carlo algorithms
- Algorithm for error-free determination of the variance of all contiguous subsequences and fixed-length contiguous subsequences for a sequence of industrial measurement data
- Sequential estimation of Spearman rank correlation using Hermite series estimators
- A fully parallelized and budgeted multilevel Monte Carlo method and the application to acoustic waves
- Online estimation of individual-level effects using streaming shrinkage factors
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