heterokurtosis-robust

adjective

Of an estimator or series of estimators: robust in the presence of heterokurtosis

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Meanings

adjectiveheterokurtosis-robust (comparative more heterokurtosis-robust, superlative most heterokurtosis-robust)

comparative more heterokurtosis-robust · superlative most heterokurtosis-robust

  1. mathematicsOf 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

Origin

From heterokurtosis + robust.

Full word history & related roots →

Translations

German heterokurtoserobust, heterokurtosisrobust
  • heterokurtoserobustTranslations
  • heterokurtosisrobustTranslations
Cite this entry
APA

heterokurtosis-robust. (n.d.). In WatkinsX Dictionary. Retrieved November 5, 2026, from https://dictionary.watkinsx.com/word/heterokurtosis-robust

MLA

“heterokurtosis-robust.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/heterokurtosis-robust. Accessed November 5, 2026.

Chicago

WatkinsX Dictionary, s.v. “heterokurtosis-robust,” accessed November 5, 2026, https://dictionary.watkinsx.com/word/heterokurtosis-robust.

Source: heterokurtosis-robust on Wiktionary, CC BY-SA 4.0.