"homokurtosis" meaning in English

{
  "antonyms": [
    {
      "word": "heterokurtosis"
    }
  ],
  "etymology_templates": [
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      "args": {
        "1": "en",
        "2": "homo",
        "3": "kurtosis"
      },
      "expansion": "homo- + kurtosis",
      "name": "prefix"
    }
  ],
  "etymology_text": "From homo- + kurtosis.",
  "forms": [
    {
      "form": "homokurtoses",
      "tags": [
        "plural"
      ]
    }
  ],
  "head_templates": [
    {
      "args": {
        "1": "homokurtoses"
      },
      "expansion": "homokurtosis (plural homokurtoses)",
      "name": "en-noun"
    }
  ],
  "lang": "English",
  "lang_code": "en",
  "pos": "noun",
  "senses": [
    {
      "categories": [
        {
          "kind": "other",
          "name": "English entries with incorrect language header",
          "parents": [
            "Entries with incorrect language header",
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          "source": "w"
        },
        {
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          "name": "English terms prefixed with homo-",
          "parents": [],
          "source": "w"
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          "name": "Terms with German translations",
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          "kind": "topical",
          "langcode": "en",
          "name": "Statistics",
          "orig": "en:Statistics",
          "parents": [
            "Formal sciences",
            "Mathematics",
            "Sciences",
            "All topics",
            "Fundamental"
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          "source": "w"
        }
      ],
      "examples": [
        {
          "text": "2010, Jeffrey M. Wooldridge, Econometric Analysis of Cross-Section and Panel Data (2nd ed.), MIT Press\nIn terms of the original error u_i, this assumption implies that E(u_i⁴∣ mathbf xᵢ)= mathit constant≡κ² under H_0. This is called the homokurtosis (constant conditional fourth moment) assumption. Homokurtosis always holds when u is independent of mathbf x, but there are conditional distributions for which E(u∣ mathbf x)=0 and Var(u∣ mathbf x)=σ² but E(u⁴∣ mathbf x)=0 depends on mathbf x."
        }
      ],
      "glosses": [
        "The property of a series of random variables of every variable having the same finite kurtosis"
      ],
      "id": "en-homokurtosis-en-noun-CwAJ-Gxt",
      "links": [
        [
          "statistics",
          "statistics"
        ],
        [
          "series",
          "series"
        ],
        [
          "random",
          "random"
        ],
        [
          "variable",
          "variable"
        ],
        [
          "finite",
          "finite"
        ],
        [
          "kurtosis",
          "kurtosis"
        ]
      ],
      "raw_glosses": [
        "(statistics) The property of a series of random variables of every variable having the same finite kurtosis"
      ],
      "related": [
        {
          "word": "homoscedasticity"
        }
      ],
      "topics": [
        "mathematics",
        "sciences",
        "statistics"
      ],
      "translations": [
        {
          "code": "de",
          "lang": "German",
          "sense": "Translations",
          "tags": [
            "feminine"
          ],
          "word": "Homokurtose"
        },
        {
          "code": "de",
          "lang": "German",
          "sense": "Translations",
          "tags": [
            "feminine"
          ],
          "word": "Homokurtosis"
        }
      ]
    }
  ],
  "word": "homokurtosis"
}

{
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    {
      "word": "heterokurtosis"
    }
  ],
  "etymology_templates": [
    {
      "args": {
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        "2": "homo",
        "3": "kurtosis"
      },
      "expansion": "homo- + kurtosis",
      "name": "prefix"
    }
  ],
  "etymology_text": "From homo- + kurtosis.",
  "forms": [
    {
      "form": "homokurtoses",
      "tags": [
        "plural"
      ]
    }
  ],
  "head_templates": [
    {
      "args": {
        "1": "homokurtoses"
      },
      "expansion": "homokurtosis (plural homokurtoses)",
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  ],
  "lang": "English",
  "lang_code": "en",
  "pos": "noun",
  "related": [
    {
      "word": "homoscedasticity"
    }
  ],
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      "examples": [
        {
          "text": "2010, Jeffrey M. Wooldridge, Econometric Analysis of Cross-Section and Panel Data (2nd ed.), MIT Press\nIn terms of the original error u_i, this assumption implies that E(u_i⁴∣ mathbf xᵢ)= mathit constant≡κ² under H_0. This is called the homokurtosis (constant conditional fourth moment) assumption. Homokurtosis always holds when u is independent of mathbf x, but there are conditional distributions for which E(u∣ mathbf x)=0 and Var(u∣ mathbf x)=σ² but E(u⁴∣ mathbf x)=0 depends on mathbf x."
        }
      ],
      "glosses": [
        "The property of a series of random variables of every variable having the same finite kurtosis"
      ],
      "links": [
        [
          "statistics",
          "statistics"
        ],
        [
          "series",
          "series"
        ],
        [
          "random",
          "random"
        ],
        [
          "variable",
          "variable"
        ],
        [
          "finite",
          "finite"
        ],
        [
          "kurtosis",
          "kurtosis"
        ]
      ],
      "raw_glosses": [
        "(statistics) The property of a series of random variables of every variable having the same finite kurtosis"
      ],
      "topics": [
        "mathematics",
        "sciences",
        "statistics"
      ]
    }
  ],
  "translations": [
    {
      "code": "de",
      "lang": "German",
      "sense": "Translations",
      "tags": [
        "feminine"
      ],
      "word": "Homokurtose"
    },
    {
      "code": "de",
      "lang": "German",
      "sense": "Translations",
      "tags": [
        "feminine"
      ],
      "word": "Homokurtosis"
    }
  ],
  "word": "homokurtosis"
}