heteroscedasticity-robust

adjective

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

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Meanings

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

comparative more heteroscedasticity-robust · superlative most heteroscedasticity-robust

  1. mathematicsOf an estimator or series of estimators: robust in the presence of heteroscedasticity.

Origin

From heteroscedasticity + robust.

Full word history & related roots →

Translations

German heteroskedastizitätsrobust
  • heteroskedastizitätsrobustTranslations
Cite this entry
APA

heteroscedasticity-robust. (n.d.). In WatkinsX Dictionary. Retrieved November 4, 2026, from https://dictionary.watkinsx.com/word/heteroscedasticity-robust

MLA

“heteroscedasticity-robust.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/heteroscedasticity-robust. Accessed November 4, 2026.

Chicago

WatkinsX Dictionary, s.v. “heteroscedasticity-robust,” accessed November 4, 2026, https://dictionary.watkinsx.com/word/heteroscedasticity-robust.

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