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Robust Spearman Correlation

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.

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Robust Spearman Rank Correlation

Taksonoomiline meetodikirje · hypothesis-test / statistics

Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. · ISBN 978-0123869838
Wilcox, R. R. (1994). The percentage bend correlation coefficient. Psychometrika, 59(4), 601–616. · DOI 10.1007/BF02294395

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