analysis in the presence of heteroscedasticity, which led to his formulation of the autoregressive conditional heteroscedasticity (ARCH) modeling technique...

Garthoff, R. (2018). "Generalised spatial and spatiotemporal autoregressive conditional heteroscedasticity". Spatial Statistics. 26 (1): 125–145. arXiv:1609...

including weighted least squares and the use of heteroscedasticity-consistent standard errors can handle heteroscedasticity in a quite general way. Bayesian...

or boxplot is a method for demonstrating graphically the locality, spread and skewness groups of numerical data through their quartiles. In addition to...

distributed under the null hypothesis, specifically Pearson's chi-squared test and variants thereof. Pearson's chi-squared test is used to determine whether...

exhibit a phenomenon called heteroscedasticity. If all of the residuals are equal, or do not fan out, they exhibit homoscedasticity. However, a terminological...

analysis in the presence of heteroscedasticity, which led to his formulation of the autoregressive conditional heteroscedasticity (ARCH) modeling technique...

for the variable in an observation. Missing data are a common occurrence and can have a significant effect on the conclusions that can be drawn from the...

In mathematical optimization and decision theory, a loss function or cost function (sometimes also called an error function) is a function that maps an...

an outlier and what does not. Standard deviation may be abbreviated SD or std dev, and is most commonly represented in mathematical texts and equations...

calculating confidence intervals, and the best method depends on the situation. Two widely applicable methods are bootstrapping and the central limit theorem...

Bartlett's test, and the Brown–Forsythe test. However, when any of these tests are conducted to test the underlying assumption of homoscedasticity (i.e. homogeneity...

mass, the first moment (normalized by total mass) is the center of mass, and the second moment is the moment of inertia. If the function is a probability...

organized into structures such as tables that provide additional context and meaning, and may themselves be used as data in larger structures. Data may be used...

unit-treatment additivity) and uses the randomization procedure of the experiment. Both these analyses require homoscedasticity, as an assumption for the...

B and C (which compare equal) which are both ranked ahead of D, then A gets ranking number 1 ("first") and D gets ranking number 4 ("fourth"), and either...

four balls is drawn, three are black and one is white. An inductive generalization may be that there are 15 black and five white balls in the urn. However...

proportion. In a pie chart, the arc length of each slice (and consequently its central angle and area) is proportional to the quantity it represents. While...

Playfair (1759-1824) to have invented the bar chart and the Exports and Imports of Scotland to and from different parts for one Year from Christmas 1780...

population and associated techniques of survey data collection, such as questionnaire construction and methods for improving the number and accuracy of...

exists in both the private and public sectors. It is common to combine statistical knowledge with expertise in other subjects, and statisticians may work...

population and recording the sample mean per sample. This forms a distribution of different means, and this distribution has its own mean and variance....

a new technique was published by Jacob Cohen in the journal Educational and Psychological Measurement in 1960. Cohen's kappa measures the agreement between...

normal score, standardized variable and pull in high energy physics. Computing a z-score requires knowledge of the mean and standard deviation of the complete...

parameter θ {\textstyle \theta } , is usually defined differently for discrete and continuous probability distributions (a more general definition is discussed...

using autoregression (AR) and a moving average (MA), each with a polynomial. They are a tool for understanding a series and predicting future values....

positive rate. Given that the probability distributions for both true positive and false positive are known, the ROC curve is obtained as the cumulative distribution...

in the test statistic were known (typically, the scaling term is unknown and is therefore a nuisance parameter). When the scaling term is estimated based...

numerical value of the mode is the same as that of the mean and median in a normal distribution, and it may be very different in highly skewed distributions...

distributions, providing a graphical view of how properties such as location, scale, and skewness are similar or different in the two distributions. Q–Q plots can...