heterokurtosis-robust en · ADJ
Etymology
From heterokurtosis + robust.
Meanings
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Of an estimator or series of estimators: robust in the presence of heterokurtosis
This test […] is sometimes called a heterokurtosis-robust test for heteroskedasticity.
2010, Jeffrey M. Wooldridge, Econometric Analysis of Cross Section and Panel Data, 2nd edition, The MIT Press, page 141:
Forms
| Spelling | Features | Labels | Source |
|---|---|---|---|
| most heterokurtosis-robust | Degree=Sup | lexicographic | |
| more heterokurtosis-robust | Degree=Cmp | lexicographic |
Relateds
Translations (2)
de heterokurtosisrobust (Translations) · de heterokurtoserobust (Translations)