Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Correlación robusta de rangos de Tau de Kendall× | Correlación de rangos Tau de Kendall× | |
|---|---|---|
| Campo | Estadística | Estadística |
| Familia | Hypothesis test | Hypothesis test |
| Año de origen≠ | 1990s–2000s | 1938 |
| Autor original≠ | Rand Wilcox; Croux & Dehon (robust extensions) | Maurice G. Kendall |
| Tipo≠ | Robust rank correlation | Nonparametric rank correlation |
| Fuente seminal≠ | 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 ↗ |
| Alias | robust tau, skipped Kendall's tau, Winsorized Kendall's tau, outlier-resistant rank correlation | Kendall tau, Kendall rank correlation, tau-b, tau-c |
| Relacionados≠ | 5 | 4 |
| Resumen≠ | 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. | 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. |
| ScholarGateConjunto de datos ↗ |
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