- heteroscedasticity and autocorrelation consistent standard error
- средняя квадратическая ошибка в форме Невье-Веста, состоятельная средняя квадратическая ошибка с учётом гетероскедастичности и автокорреляции
English-Russian electronics dictionary .
English-Russian electronics dictionary .
Newey–West estimator — A Newey–West estimator is used in statistics and econometrics to provide an estimate of the covariance matrix of the parameters of a regression type model when this model is applied in situations where the standard assumptions of regression… … Wikipedia
List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… … Wikipedia