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Corrélation de rang Tau de Kendall×Coefficient de corrélation de rang de Spearman×
DomaineStatistiqueStatistique
FamilleHypothesis testHypothesis test
Année d'origine19381904
Auteur d'origineMaurice G. KendallCharles Spearman
TypeNonparametric rank correlationNonparametric rank-based correlation
Source fondatriceKendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1/2), 81–93. DOI ↗Spearman, C. (1904). The proof and measurement of association between two things. The American Journal of Psychology, 15, 72–101. DOI ↗
AliasKendall tau, Kendall rank correlation, tau-b, tau-cSpearman's rho, Spearman rank-order correlation, Spearman Sıra Korelasyonu
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.The Spearman rank correlation coefficient (ρ) is a nonparametric measure of the monotonic association between two variables. Introduced by Charles Spearman in 1904, it converts raw observations to ranks and measures how consistently one variable increases as the other increases, without assuming a normal distribution or a linear relationship.
ScholarGateJeu de données
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  1. v1
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ScholarGateComparer des méthodes: Kendall's tau · Spearman Correlation. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare