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Corrélation de rang Tau de Kendall×Analyse ROC (Courbe Caractéristique d'Opération du Récepteur)×
DomaineStatistiqueStatistique
FamilleHypothesis testHypothesis test
Année d'origine19381954 (signal detection); 1982 (AUC formalization)
Auteur d'origineMaurice G. KendallPeterson, Birdsall & Fox (signal detection theory); Hanley & McNeil (medical statistics)
TypeNonparametric rank correlationDiagnostic accuracy evaluation
Source fondatriceKendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1/2), 81–93. DOI ↗Hanley, J. A., & McNeil, B. J. (1982). The meaning and use of the area under a receiver operating characteristic (ROC) curve. Radiology, 143(1), 29–36. DOI ↗
AliasKendall tau, Kendall rank correlation, tau-b, tau-cROC curve analysis, AUC analysis, sensitivity-specificity analysis, diagnostic accuracy analysis
Apparentées44
RésuméKendall'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.ROC analysis evaluates how well a continuous or ordinal test variable discriminates between two binary outcome classes. By plotting the true positive rate (sensitivity) against the false positive rate (1 − specificity) across all decision thresholds, it produces a curve whose area under the curve (AUC) quantifies overall discriminative power, ranging from 0.5 (chance) to 1.0 (perfect discrimination).
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ScholarGateComparer des méthodes: Kendall's tau · ROC analysis. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare