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Robustne Spearmani korrelatsioon×Robust Kendall's Tau korrelatsioon×
ValdkondStatistikaStatistika
PerekondHypothesis testHypothesis test
Tekkeaasta1990s–2000s1990s–2000s
LoojaRand R. Wilcox (robust extensions); Charles Spearman (base method, 1904)Rand Wilcox; Croux & Dehon (robust extensions)
TüüpRobust nonparametric correlationRobust rank correlation
AlgallikasWilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838
RööpnimetusedWinsorized Spearman correlation, robust rank correlation, trimmed Spearman correlation, outlier-resistant Spearmanrobust tau, skipped Kendall's tau, Winsorized Kendall's tau, outlier-resistant rank correlation
Seotud55
KokkuvõteRobust 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.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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ScholarGateVõrdle meetodeid: Robust Spearman Correlation · Robust Kendall's tau. Loetud 2026-06-18 aadressilt https://scholargate.app/et/compare