The question was: What are such "heavy tailed" distributions are called?
Answer and explanation: Your answer is incorrect. The correct answer is "leptokurtic." "Kurtosis" the amount of data in the tails of a distribution. A leptokutic ditribution has more data in the tails (like the outliers shown in each of the 4 groups) than a normal distribtions does.
Homoscedasticity is an assumption of regression analysis. The assumption is that the variance around the regression line is the same for all values of the predictor variable. Heteroscedasticity refers to a violation of this assumption. With heteroscedasticity, the variance is larger for some values of the predictor variable than for others.
These links give more information on the topics mentioned in the question:
Kurtosis
(leptokurtic and platykutic)
Homoscedasticity
(the opposite of heteroscedasticity)
Skew