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heteroskedastic

См. также в других словарях:

  • Heteroskedastic — A measure in statistics that refers to the variance of errors over a sample. Heteroskedasticity is present in samples where random variables display differing variabilities than other subsets of the variables. Such results can cause errors in… …   Investment dictionary

  • Анатольев — Анатольев, Станислав Анатольевич Станислав Анатольевич Анатольев Дата рождения: 19 сентября Гражданство:  Российская Федерация Научная сфера …   Википедия

  • Анатольев, Станислав Анатольевич — Станислав Анатольевич Анатольев Дата рождения: 19 сентября Страна …   Википедия

  • Chaos theory — This article is about chaos theory in Mathematics. For other uses of Chaos theory, see Chaos Theory (disambiguation). For other uses of Chaos, see Chaos (disambiguation). A plot of the Lorenz attractor for values r = 28, σ = 10, b = 8/3 …   Wikipedia

  • Autoregressive conditional heteroskedasticity — ARCH redirects here. For the children s rights organization, see Action on Rights for Children. In econometrics, AutoRegressive Conditional Heteroskedasticity (ARCH) models are used to characterize and model observed time series. They are used… …   Wikipedia

  • Heteroscedasticity — In statistics, a sequence or a vector of random variables is heteroskedastic, or heteroscedastic, if the random variables have different variances. The complementary concept is called homoskedasticity. The term means differing variance and comes… …   Wikipedia

  • Sensitivity analysis — (SA) is the study of how the variation (uncertainty) in the output of a mathematical model can be apportioned, qualitatively or quantitatively, to different sources of variation in the input of a model Saltelli, A., Ratto, M., Andres, T.,… …   Wikipedia

  • Feasible generalized least squares — (FGLS or Feasible GLS) is a regression technique. It is similar to generalized least squares except that it uses an estimated variance covariance matrix since the true matrix is not known directly.The following description follows loosely the… …   Wikipedia

  • Heteroscedasticity-consistent standard errors — In statistics, a frequent assumption in linear regression is that the disturbances u i have the same variance. When this is not the case, we get heteroskedasticity in the estimated residuals scriptstylewidehat{u i} . Heteroskedasticity consistent …   Wikipedia

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