analysis in the presence of heteroscedasticity, which led to his formulation of the autoregressive conditional heteroscedasticity (ARCH) modeling technique...

Garthoff, R. (2018). "Generalised spatial and spatiotemporal autoregressive conditional heteroscedasticity". Spatial Statistics. 26 (1): 125–145. arXiv:1609...

including weighted least squares and the use of heteroscedasticity-consistent standard errors can handle heteroscedasticity in a quite general way. Bayesian...

exhibit a phenomenon called heteroscedasticity. If all of the residuals are equal, or do not fan out, they exhibit homoscedasticity. However, a terminological...

or boxplot is a method for demonstrating graphically the locality, spread and skewness groups of numerical data through their quartiles. In addition to...

distributed under the null hypothesis, specifically Pearson's chi-squared test and variants thereof. Pearson's chi-squared test is used to determine whether...

B and C (which compare equal) which are both ranked ahead of D, then A gets ranking number 1 ("first") and D gets ranking number 4 ("fourth"), and either...

analysis in the presence of heteroscedasticity, which led to his formulation of the autoregressive conditional heteroscedasticity (ARCH) modeling technique...

exists in both the private and public sectors. It is common to combine statistical knowledge with expertise in other subjects, and statisticians may work...

organized into structures such as tables that provide additional context and meaning, and may themselves be used as data in larger structures. Data may be used...

consist of a randomized experiment that usually involves two variants (A and B), although the concept can be also extended to multiple variants of the...

Bartlett's test, and the Brown–Forsythe test. However, when any of these tests are conducted to test the underlying assumption of homoscedasticity (i.e. homogeneity...

Double descent in statistics and machine learning is the phenomenon where a model with a small number of parameters and a model with an extremely large...

proportion. In a pie chart, the arc length of each slice (and consequently its central angle and area) is proportional to the quantity it represents. While...

population and recording the sample mean per sample. This forms a distribution of different means, and this distribution has its own mean and variance....

population and associated techniques of survey data collection, such as questionnaire construction and methods for improving the number and accuracy of...

Methods engineering is a subspecialty of industrial engineering and manufacturing engineering concerned with human integration in industrial production...

stochastic process given the noisy and/or partial observations. The state-space model can be nonlinear and the initial state and noise distributions can take...

(2016-12-19). "Nonnegative Matrix Factorization (NMF) with Heteroscedastic Uncertainties and Missing data". arXiv:1612.06037 [astro-ph.IM]. Ren, Bin; Pueyo...

In mathematical optimization and decision theory, a loss function or cost function (sometimes also called an error function) is a function that maps an...

requires the assumptions of stronger forms of predeterminedness and conditional homoscedasticity. Consider a linear regression of any form, for example Y t...

calculating confidence intervals, and the best method depends on the situation. Two widely applicable methods are bootstrapping and the central limit theorem...

unit-treatment additivity) and uses the randomization procedure of the experiment. Both these analyses require homoscedasticity, as an assumption for the...

psychology, and political science. Monte Carlo methods have been recognized as one of the most important and influential ideas of the 20th century, and they...

a mean or a standard deviation. If a population exactly follows a known and defined distribution, for example the normal distribution, then a small set...

In mathematics and statistics, a stationary process (also called a strict/strictly stationary process or strong/strongly stationary process) is a stochastic...

statistical classification, two main approaches are called the generative approach and the discriminative approach. These compute classifiers by different approaches...

distributions, providing a graphical view of how properties such as location, scale, and skewness are similar or different in the two distributions. Q–Q plots can...

a test of normality. It was published in 1965 by Samuel Sanford Shapiro and Martin Wilk. The Shapiro–Wilk test tests the null hypothesis that a sample...

In mathematics and statistics, the arithmetic mean ( /ˌærɪθˈmɛtɪk/ arr-ith-MET-ik), arithmetic average, or just the mean or average is the sum of a collection...