Definition of Homoscedastic. Meaning of Homoscedastic. Synonyms of Homoscedastic

- 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...
- these contexts. Distribution of model errors Normal probability plot Homoscedasticity Goldfeld–Quandt test Breusch–Pagan test Park test White test Correlation...
- independent and identically distributed (only uncorrelated with mean zero and homoscedastic with finite variance). The requirement that the estimator be unbiased...
- 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...
- In statistics, the theory of minimum norm quadratic unbiased estimation (MINQUE) was developed by C. R. Rao. MINQUE is a theory alongside other estimation...
- {\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...
- 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...