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In statistics, a sequence of random variables is homoscedastic if all its random variables have the same finite variance. This is also known as homogeneity of variance. The complementary notion is called heteroscedasticity. The spellings homoskedasticity and heteroskedasticity are also frequently used.
References
- ↑ Marchak, Frank M.; Whitney, David A. (March 1990), "Dynamic graphics in the exploratory analysis of multivariate data", Behavior Research Methods, Instruments, & Computers, 22 (2): 176–178, doi: 10.3758/bf03203141
- ↑ Jewell, Nicholas P. (March 2007), "Correspondences between regression models for complex binary outcomes and those for structured multivariate survival analyses", in Nair, Vijay (ed.), Advances in Statistical Modeling and Inference: Essays in Honor of Kjell A. Doksum, pp. 45–64, doi:10.1142/9789812708298_0003
- ↑ Mosler, Karl (2013), "Depth statistics", in Becker, Claudia; Fried, Roland; Kuhnt, Sonja (eds.), Robustness and Complex Data Structures: Festschrift in Honour of Ursula Gather, Springer, pp. 17–34, arXiv: 1207.4988 , doi:10.1007/978-3-642-35494-6_2, MR 3135871
- ↑ Alumni, Harvard Statistics, retrieved 2021-05-07
- ↑ WorldCat entry for Testing Sequentially Selected Outliers from Linear Models, retrieved 2021-05-07
- 1 2 "Back matter", Statistical Science, 10 (4), November 1995, JSTOR 2246137
- ↑ Zuckerman, Sam (23 January 2003), "Technology sector not as gloomy", San Francisco Chronicle
- ↑ Honored IMS Fellows, Institute of Mathematical Statistics, retrieved 2021-05-07
- ↑ David Donoho named MacArthur Fellow, Stanford University, 18 June 1991, retrieved 2021-05-07