Concepedia

Heteroscedasticity Modeling

Heteroscedasticity Modeling is a statistical modeling approach that explicitly accounts for non-constant variance in error terms across observations, distinguishing itself from homoscedastic models by incorporating systematic changes in dispersion relative to predictor variables or time.

1.1K

Publications

102.1K

Citations

1.9K

Authors

879

Institutions

Publications per year

2017–2026

237

Parents

Publications

1.1K

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Halbert White · Econometrica · 1980 · 26.1K citations

, , +11

A Simple Test for Heteroscedasticity and Random Coefficient Variation

Trevor Breusch, A. R. Pagan · Econometrica · 1979 · 5.4K citations

, , +14

Comparison of Beta-value and M-value methods for quantifying methylation levels by microarray analysis

Pan Du, Xiao Zhang, Chiang‐Ching Huang et al. · BMC Bioinformatics · 2010 · 2.3K citations · Full text

, , +14

A better lemon squeezer? Maximum-likelihood regression with beta-distributed dependent variables.

Michael Smithson, Jay Verkuilen · Psychological Methods · 2006 · 1.7K citations

, , +15

Robust Tests for Heteroscedasticity Based on Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1982 · 1.6K citations

, , +13

1–5 of 1.1K

Authors

1.9K

  1. FC
    Francisco Cribari‐Neto

    Universidade Federal de Pernambuco, Brazil

    12 publications · 782 citations

    12

    h-index

  2. RJ
    Raymond J. Carroll

    Texas A&M University, United States

    12 publications · 2.5K citations

    12

    h-index

  3. RR
    Rand R. Wilcox

    University of Southern California, United States

    13 publications · 272 citations

    11

    h-index

  4. DR
    David Ruppert

    Cornell University, United States

    8 publications · 1.5K citations

    8

    h-index

  5. LG
    L. G. Godfrey

    University of York, United Kingdom

    8 publications · 530 citations

    8

    h-index

1–5 of 1.9K

Institutions

879

  1. University of Hong Kong

    Pok Fu Lam, Hong Kong

    15 h-index

    23 publications

    1.3K citations

  2. University of Southern California

    Los Angeles, United States

    14 h-index

    23 publications

    1.1K citations

  3. University of North Carolina at Chapel Hill

    Chapel Hill, United States

    14 h-index

    18 publications

    3K citations

  4. Universidade Federal de Pernambuco

    Recife, Brazil

    13 h-index

    18 publications

    1.1K citations

  5. Universidade de São Paulo

    São Paulo, Brazil

    12 h-index

    16 publications

    382 citations

  6. Cornell University

    Ithaca, United States

    11 h-index

    22 publications

    1.6K citations

  7. University of Wisconsin–Madison

    Madison, United States

    11 h-index

    20 publications

    983 citations

  8. University of York

    York, United Kingdom

    11 h-index

    13 publications

    808 citations

1–8 of 879

Venues

  1. Journal of the American Statistical Association

    52 publications · 5.9K citations

    34

    h-index

  2. Journal of Econometrics

    49 publications · 4.9K citations

    30

    h-index

  3. Journal of Business and Economic Statistics

    JBES · 41 publications · 5.2K citations

    28

    h-index

  4. Econometrica

    20 publications · 36.6K citations

    20

    h-index

  5. SSRN Electronic Journal

    Repository · 32 publications · 937 citations

    17

    h-index

1–5