411 REFERENCE · Wiktionary
Kwiatkowski-Phillips-Schmidt-Shin test
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English
KPSS test
Etymology
Named for the four people who proposed it, Denis Kwiatkowski, Peter C. B. Phillips, Peter Schmidt (economist) Peter Schmidt and Yongcheol Shin in the 1992 paper "Testing the null hypothesis of stationarity against the alternative of a unit root".
Noun
en econometrics A test used for testing a null hypothesis that an observable time series is stationary around a deterministic trend (i.e. trend-stationary) against the alternative of a unit root.
en KPSS test
en eponyms