heteroscedasticity

noun

heteroscedasticity

noun

/hɛtəɹoʊˌskɪdæsˈtɪsɪti/

Etymology From hetero- + scedasticity.

1

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

Antonyms
homoscedasticity
Derived terms
heteroscedasticity-robust
Related terms
heteroscedastic

Entry derived from the Wiktionary, under licence CC BY-SA 4.0 — list of authors.