27 results about "Heteroscedasticity" patented technology

In statistics, a collection of random variables is heteroscedastic (or heteroskedastic; from Ancient Greek hetero “different” and skedasis “dispersion”) if there are sub-populations that have different variabilities from others. Here "variability" could be quantified by the variance or any other measure of statistical dispersion. Thus heteroscedasticity is the absence of homoscedasticity.