Editorial: On the orthography of heteros edasticity
Karl Pearson (Pearson, 1905) introduced the concept of heteroscedasticity in 1905 (Aldrich, 2011; David, 1998):
'[T]he variability of an array, i.e., the standard deviation of an array ...may or may not be the same for all arrays. If it is the same, or all arrays are equally scattered about their means, I shall speak of the system as a homoscedastic system, otherwise it is a heteroscedastic system.'
However, McCulloch (1985) argued that, since the term was coined directly from Greek source words into English (and not through French or Latin), '[h]eteroskedasticity is therefore the proper English spelling'. The Greek words are éteros, meaning 'other' or 'different', and skedán-nymi, meaning 'to scatter'.