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Heteroskedasticity

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Translation of "heteroskedasticity" into Russian

heteroskedasticity
Noun
raiting
heteroskedasticity
heteroskedasticities pl
Technical term in statistics; generally treated as an uncountable noun but occasionally pluralised.
Термин статистики: свойство случайных величин/ошибок с неравной дисперсией
The OLS estimates were inefficient because the residuals displayed heteroskedasticity.
Оценки МНК были неэффективны, потому что остатки проявляли гетероскедастичность.

Definitions

heteroskedasticity
Noun
raiting
In statistics, the property of a set of random variables or of the error terms in a regression model in which the variance is not constant across observations.
The OLS estimates were inefficient because the residuals displayed heteroskedasticity.