heteroscedasticity

English dictionary entry

Meanings

noun

The property of a series of random variables in having differing variances of residuals, instead of a uniform variance.

/hɛtəɹoʊˌskɪdæsˈtɪsɪti/

heteroscedasticity heteroscedasticities heteroskedasticity

From hetero- + scedasticity.

homoscedasticity

heteroscedastic

heteroscedasticity-robust

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