Definition of Heteroskedastic. Meaning of Heteroskedastic. Synonyms of Heteroskedastic

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

Definition of Heteroskedastic

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Meaning of Heteroskedastic from wikipedia

- as heterogeneity of variance. The spellings homoskedasticity and heteroskedasticity are also frequently used. “Skedasticity” comes from the Ancient Gr****...
- The topic of heteroskedasticity-consistent (HC) standard errors arises in statistics and econometrics in the context of linear regression and time series...
- In econometrics, the autoregressive conditional heteroskedasticity (ARCH) model is a statistical model for time series data that describes the variance...
- developed in 1979 by Trevor Breusch and Adrian Pagan, is used to test for heteroskedasticity in a linear regression model. It was independently suggested with...
- is a test of pure heteroskedasticity. If cross products are introduced in the model, then it is a test of both heteroskedasticity and specification bias...
- move at all. In foreign exchange market, price changes are seasonally heteroskedastic with periods of one day and one w****. Periods when prices fall quickly...
- non-robust simple linear regression (least squares) for skewed and heteroskedastic data, and competes well against least squares even for normally distributed...
- biased (not accurate on average). This is also true if the noise is heteroskedastic – that is, if it has different variances for different data points...
- to overcome autocorrelation (also called serial correlation), and heteroskedasticity in the error terms in the models, often for regressions applied to...
- formula for a ball centered at μ with radius σ in n-dimensional space. Heteroskedasticity occurs when the amount of error is correlated with an independent...