Definition of Heteroscedastic. Meaning of Heteroscedastic. Synonyms of Heteroscedastic

- known as homogeneity of variance. The complementary notion is called heteroscedasticity, also known as heterogeneity of variance. The spellings homoskedasticity...
- The quantile regression loss needs to be adapted in the presence of heteroscedastic errors in order to be efficient. Numerous statistical software packages...
- major motivations. Firstly, beta-distributed variables are usually heteroscedastic of a form where the scatter is greater closer to the mean value and...
- equivalent to the temporal generalized autoregressive conditional heteroscedasticity (GARCH) models. In contrast to the temporal ARCH model, in which the...
- heteroscedasticity. In the homoscedastic model, it is ****umed that the variance of the error term is constant for all values of x. Heteroscedasticity...
- or curvature. Formal tests can also be used; see Heteroscedasticity. The presence of heteroscedasticity will result in an overall "average" estimate of...
- analysis in the presence of heteroscedasticity, which led to his formulation of the autoregressive conditional heteroscedasticity (ARCH) modeling technique...
- arises when the variances of the observed values are unequal or when heteroscedasticity is present, but no correlations exist among the observed variances...
- In statistics, the Glejser test for heteroscedasticity, developed in 1969 by Herbert Glejser (fr: Herbert Glejser), regresses the residuals on the explanatory...
- imputes less implausible values (e.g. negative incomes) and takes heteroscedastic data into account more appropriately. "3.4 Predictive mean matching"...