The phrase "a consistent variance" is correct and usable in written English.
It can be used when discussing statistical data or measurements that show a regular pattern of variation over time or across different conditions.
Example: "The study revealed a consistent variance in the test scores, indicating that the results were reliable across multiple trials."
Alternatives: "a steady variation" or "a uniform fluctuation".
Under broad assumptions, the asymptotic variance of the quantile estimator is derived and a consistent variance estimator is proposed.
Furthermore, we propose a consistent variance estimation method, which avoids the replicated procedure considered by Haber (1967) which reduces the efficiency of this integration technique.
Specifically, it requires that the true parameter lies in a neighborhood of the restricted parameter space, and that the estimator is asymptotically Normal with a consistent variance.
2 Psychological studies of observed numerosity-estimation have resulted in the hypothesis of a consistent variance of the residuals once the data are log-transformed 6 thus providing a common probabilistic range at any given point on the line.
However, there is no particular reason to assume that Rubin's Rules will give a consistent variance estimator, because derivations of Rubin's Rules assume a correctly specified parametric imputation model [ 19- 21] and the multivariate normal model is misspecified.
As a result of its consistent variance in track and drifting track, Wayne brought torrential rains through its path to the Philippines, Taiwan, southeastern China, Hainan Island, and Vietnam.
For the former case we exhibit optimal static designs; our methods are then modified to handle the latter case, for which we give a sequential estimation method which is fully adaptive, yielding both consistent variance estimates and an asymptotically V-optimal design.
If the data were not in a normal distribution or not the same with consistent variance, the non-parametric Mann-Whitney U test (M-W U test) or the Kruskal-Wallis one-way analysis of variance ranks (K-W H test) was used.
Inspection of the residual plots (data not shown) did not reveal an unusual pattern; furthermore, the residuals seemed normally distributed with consistent variance.
Finally, for the regularization properties of dropout, the expectation of the dropout gradient is the gradient of the corresponding approximation ensemble, regularized by an adaptive weight decay term with a propensity for self-consistent variance minimization and sparse representations.
Moreover, in [22] it was strongly argued that the real test of economic convergence is a consistent diminution of variance, not among the means of aggregate variables, but among individual enterprises and households, there by, rather indirectly, arguing against the plausibility of observing convergence dynamics in models of aggregate national accounts data.
