Functional brain connectivity is the co-occurrence of brain activity in different areas during resting and while doing tasks. The data of interest are multivariate timeseries measured simultaneously ...
A surprising number of important problems can be cast in the framework of estimating a mean and variance using data arising from a two-stage structure. The first stage is a random sampling of "units" ...
Previous time series applications of qualitative response models have ignored features of the data, such as conditional heteroscedasticity, that are routinely addressed in time series econometrics of ...
There are several approaches to dealing with heteroscedasticity. If the error variance at different times is known, weighted regression is a good method. If, as is ...
Doss, Charles R., and Edward McFowland III. "Nonparametric Subset Scanning for Detection of Heteroscedasticity." Journal of Computational and Graphical Statistics 31, no. 3 (2022): 813–823.
ABSTRACT: Heteroscedasticity and multicollinearity are serious problems when they exist in econometrics data. These problems exist as a result of violating the ...
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