heteroscedasticity-robust

English

Etymology

From heteroscedasticity +‎ robust.

Adjective

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

1. (statistics) Of an estimator or series of estimators: robust in the presence of heteroscedasticity.

Related terms

• heterokurtosis-robust

Translations

Translations

• German: heteroskedastizitätsrobust