heterokurtosis-robust

English

Etymology

heterokurtosis +‎ robust

Adjective

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.

Related terms

• heteroscedasticity-robust

Translations

Translations

• German: heterokurtoserobust, heterokurtosisrobust