heteroscedasticity-robust

English

Etymology

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.

Translations

This article is issued from Wiktionary. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.