heteroscedasticity

heteroscedasticity

 英

  • 网络异方差性;方差不齐;变异数不齐一性

例句

Due to the excellent properties of showing heteroscedasticity, Panel Data models have been greatly used in economics.

由于体现一系列优良性质面板数据模型广泛应用经济学各个领域

The autoregressive conditional heteroscedasticity (ARCH) model and cointegration theory of the non-classical econometrics are reviewed. 3.

经典计量经济学条件方差模型协整理论较为完整综述

The present normal heteroscedasticity testing means are parameter means, and they call for a certain distribution of the parameter.

方差现有常规检验方法大多参数检验方法需要参数服从一定分布

The generalized autoregressive conditional heteroscedasticity (GARCH) model has the ability to describe the volatility of time series.

广义自回归条件方差GARCH模型具有描述时间序列波动性能力

The conditional heteroscedasticity is a typical characteristic of finance time series.

条件方差金融时间序列变量一个典型特征

Under this circumstance, Engle brings forward the autoregressive conditional heteroscedasticity model(ARCH) in 1982.

这种情况恩格尔1982年提出自回归条件方差模型简称ARCH模型

The LLLS method has heteroscedasticity and it does not satisfy the basic hypothesis of standard linear regression.

LLLS具有方差满足标准线性回归基本假设

Based on the LR statistic and Score statistic, we obtain a test for heteroscedasticity in nonlinear proper dispersion models.

基于统计得分统计得到检验

Modeling risk using nonparametric generalized transformed heteroscedasticity models

非参数广义转换方差模型

Estimated Theory of Semiparametric Regression Model With Heteroscedasticity

一类方差回归模型估计理论

The Persistence of Autoregressive Conditional Heteroscedasticity

自回归条件方差持续性研究

Runs Test Used for Heteroscedasticity

方差游程检验

Parameter Estimation of a Heteroscedasticity Model for Clinical Trials

依从观测临床试验模型参数估计

Testing Heteroscedasticity by Wavelets in a Nonparametric Regression Model with Random Design

带有随机设计非参数回归模型方差小波检验

Heteroscedasticity examination comparison and revision

方差检验比较修正

then, through the auto-correlation and heteroscedasticity testing, analyze the OLS model defect in this application;

其后通过序列相关方差检验分析模型在此应用缺陷

Statistical Analysis of Heteroscedasticity in Nonlinear Regression Models with Random Weight Function

随机函数非线性回归模型方差统计分析

Statistical Analysis of Heteroscedasticity in Semiparametric Models

半参数回归模型方差统计分析

The serial data of the return in Shanghai stock market have obvious heteroscedasticity phenomena;

上海股票市场收益序列波动具有显著方差

Score Tests of Heteroscedasticity in Nonlinear Regression Models with Random Coefficients

加权非线性随机系数模型方差Score检验

Wavelet Estimator for Heteroscedasticity in Nonparametric Model

不等方差情形非参数回归模型小波估计

Heteroscedasticity Regression Analysis for Censored Data

截尾数据方差回归分析

The Statistical Inferences of Non-simpleness Sample With Heteroscedasticity

方差简单样本统计推断

Comparing Several Testing Methods of Heteroscedasticity

几种方差检验方法比较

Research on the Auto Regressive Conditional Heteroscedasticity Model

回归条件方差模型研究分析

Testing for Heteroscedasticity in Semiparametric Random Effect Model

半参数随机效应模型方差检验

The Treatment of Heteroscedasticity and Serial Correlation in Econometric Models

计量经济模型方差序列相关问题

Testing for Phased Heteroscedasticity in Nonlinear Models With Structural Change

具有结构变化非线性回归模型阶段方差检验

One Kind of Heteroscedasticity Testing Method on the Error Term in Econometric Modeling

计量经济模型扰动方差一种检验方法

Diagnosis Method of Heteroscedasticity Testing and Analysis of Data Essence Influence

方差诊断方法数据属性影响实证分析

Asymptotic Property of Testing for Heteroscedasticity in Single Index Models

指标模型方差检验渐近性质

The Examining Method of and Commentary on Heteroscedasticity

方差检验方法评述

Heteroscedasticity in Time Series Analysis

时间序列分析方差

Testing for Heteroscedasticity and Two-Step Estimation Based on Grouped Data

基于分组方差检验阶段估计

How to Deal with Heteroscedasticity Problems of Panel Data Model

平行数据模型方差问题处理