heteroscedasticity-robust

English edit

Etymology edit

heteroscedasticity +‎ robust

Adjective edit

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

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

Related terms edit

heterokurtosis-robust

Translations edit

Translations

German: heteroskedastizitätsrobust

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