Definition of Heteroscedasticity. Meaning of Heteroscedasticity. Synonyms of Heteroscedasticity

Here you will find one or more explanations in English for the word Heteroscedasticity. Also in the bottom left of the page several parts of wikipedia pages related to the word Heteroscedasticity and, of course, Heteroscedasticity synonyms and on the right images related to the word Heteroscedasticity.

Definition of Heteroscedasticity

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Meaning of Heteroscedasticity from wikipedia

- analysis in the presence of heteroscedasticity, which led to his formulation of the autoregressive conditional heteroscedasticity (ARCH) modeling technique...
- equivalent to the temporal generalized autoregressive conditional heteroscedasticity (GARCH) models. In contrast to the temporal ARCH model, in which the...
- analysis in the presence of heteroscedasticity, which led to his formulation of the autoregressive conditional heteroscedasticity (ARCH) modeling technique...
- Whitney K; West, Kenneth D (1987). "A Simple, Positive Semi-definite, Heteroscedasticity and Autocorrelation Consistent Covariance Matrix" (PDF). Econometrica...
- or curvature. Formal tests can also be used; see Heteroscedasticity. The presence of heteroscedasticity will result in an overall "average" estimate of...
- regression parameters in the presence of heteroscedastic error terms. In regression analysis, heteroscedasticity refers to unequal variances of the random...
- constant: that is for homoskedasticity. This test, and an estimator for heteroscedasticity-consistent standard errors, were proposed by Halbert White in 1980...
- regression in which knowledge of the unequal variance of observations (heteroscedasticity) is incorporated into the regression. WLS is also a specialization...
- hdl:10419/189084. Long, J. Scott; Ervin, Laurie H. (2000). "Using Heteroscedasticity Consistent Standard Errors in the Linear Regression Model". The American...
- Glejser test for heteroscedasticity, developed in 1969 by Herbert Glejser, is a statistical test, which regresses the residuals on the explanatory variable...