Definition of Homoscedastic. Meaning of Homoscedastic. Synonyms of Homoscedastic

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

Definition of Homoscedastic

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Meaning of Homoscedastic from wikipedia

- In statistics, a sequence of random variables is homoscedastic (/ˌhoʊmoʊskəˈdæstɪk/) if all its random variables have the same finite variance; this is...
- studied to several degrees of complexity. For example, considerations of homoscedasticity examine how much the variability of data-values changes throughout...
- In statistics, the theory of minimum norm quadratic unbiased estimation (MINQUE) was developed by C. R. Rao. MINQUE is a theory alongside other estimation...
- independent and identically distributed (only uncorrelated with mean zero and homoscedastic with finite variance). The requirement that the estimator be unbiased...
- these contexts. Distribution of model errors Normal probability plot Homoscedasticity Goldfeld–Quandt test Breusch–Pagan test Park test White test Correlation...
- {\displaystyle \Sigma _{1}=\Sigma _{2}=\Sigma } (sometimes called a homoscedastic mixture) given by 1 − α ( 1 − α ) d M ( μ 1 , μ 2 , Σ ) 2 {\displaystyle...
- classical linear regression model (that is, with normally distributed and homoscedastic error terms), and if the true value of the parameter β is equal to β0...
- considered is when there is a strong su****ion of heteroscedasticity. In the homoscedastic model, it is ****umed that the variance of the error term is constant...
- regression Nonparametric Semiparametric Isotonic Robust Heteroscedasticity Homoscedasticity Generalized linear model Exponential families Logistic (Bernoulli) /...
- theorem—optimal in the class of linear unbiased estimators when the errors are homoscedastic and serially uncorrelated. Under these conditions, the method of OLS...