A "stealthed" or "stealth mode" port will not reply to any inquiry. A closed port will respond to an inquiry but not initiate and continue a data transfer. The Shields Up site author claims to have coined the term:
"'Stealthed' ports are a, strictly speaking, a violation of proper TCP/IP rules of conduct. Proper conduct requires a closed port to respond with a message indicating that the open request was received, but has been denied. This lets the sending system know that its open request was received so that it doesn't need to keep retrying. But, of course, this "affirmative denial" also lets the sending system know that a system actually exists on the receiving end
. . . which is what we want to avoid in the case of malicious hackers attempting to probe our systems.

I coined the term 'Stealth' when I developed this site's port probing technology to describe a closed port that chooses to remain completely hidden by sending nothing back to its attempted opener, preferring instead to appear not to exist at all.

Since 'Stealthing' is non-standard behavior for Internet systems, it is behavior which must be created and enforced by means of a
firewall security system of some sort. The native TCP/IP interface software used by personal computers will ALWAYS reply that a port is closed. Therefore, some additional software or hardware, in the form of a 'stealth capable firewall' must be added to the computer system in order to squelch its "closed port" replies. "
https://www.grc.com/faq-shieldsup.htm#STEALTH But it has been used by others:
https://technet.microsoft.com/en-us/library/dd448557(v=ws.10).aspx