heterokurtosis-robust
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English
[edit]Etymology
[edit]From heterokurtosis + robust.
Adjective
[edit]heterokurtosis-robust (comparative more heterokurtosis-robust, superlative most heterokurtosis-robust)
- (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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[edit]Translations
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