Porovnat metody
Prohlédněte si vybrané metody vedle sebe; řádky, které se liší, jsou zvýrazněny.
| Robustní Spearmanova korelace× | Kendallovo Tau× | |
|---|---|---|
| Obor | Statistika | Statistika |
| Rodina | Hypothesis test | Hypothesis test |
| Rok vzniku≠ | 1990s–2000s | 1938 |
| Tvůrce≠ | Rand R. Wilcox (robust extensions); Charles Spearman (base method, 1904) | Maurice G. Kendall |
| Typ≠ | Robust nonparametric correlation | Nonparametric rank correlation |
| Původní zdroj≠ | Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838 | Kendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1/2), 81–93. DOI ↗ |
| Další názvy | Winsorized Spearman correlation, robust rank correlation, trimmed Spearman correlation, outlier-resistant Spearman | Kendall tau, Kendall rank correlation, tau-b, tau-c |
| Příbuzné≠ | 5 | 4 |
| Shrnutí≠ | Robust Spearman correlation is an outlier-resistant measure of monotonic association between two variables. It applies robustification strategies — such as Winsorizing extreme ranks or using the percentage-bend approach — to protect Spearman's rho against distortion from outliers or heavy-tailed distributions, while retaining its nonparametric rank-based character. | Kendall's tau is a nonparametric measure of the ordinal association between two variables. It quantifies how consistently the relative ordering of one variable matches the ordering of another across all observation pairs, making it robust to outliers and suitable for ordinal or non-normally distributed data. |
| ScholarGateDatová sada ↗ |
|
|