Metodebevisregistrering

Robust Kendall's tau

Robust Kendall's tau estimates the monotone association between two variables using rank-based concordance counts, but augments the standard procedure with outlier detection or Winsorization so that a small number of extreme observations cannot distort the result. It is appropriate when data are ordinal or continuous and bivariate outliers are plausible.

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Robust Kendall's Tau Rank Correlation

Taksonomisk metoderegistrering · hypothesis-test / statistics

Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. · ISBN 978-0123869838
Croux, C., & Dehon, C. (2010). Influence functions of the Spearman and Kendall correlation measures. Statistical Methods & Applications, 19(4), 497–515. · DOI 10.1007/s10260-010-0142-z

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