heterokurtosis-robust

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English

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Etymology

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heterokurtosis +‎ robust

Adjective

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heterokurtosis-robust (comparative more heterokurtosis-robust, superlative most heterokurtosis-robust)

  1. (statistics) Of an estimator or series of estimators: robust in the presence of heterokurtosis
    • 2010, Jeffrey M. Wooldridge, Econometric Analysis of Cross Section and Panel Data, 2nd edition, The MIT Press, page 141:
      This test […] is sometimes called a heterokurtosis-robust test for heteroskedasticity.
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Translations

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Translations
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