Comparer des méthodes

	Tau de Kendall robuste	Corrélation de Pearson Robuste
Domaine	Statistique	Statistique
Famille	Hypothesis test	Hypothesis test
Année d'origine	1990s–2000s	1970s–1990s
Auteur d'origine	Rand Wilcox; Croux & Dehon (robust extensions)	Rand R. Wilcox and predecessors in robust statistics
Type	Robust rank correlation	Robust bivariate association measure
Source fondatrice	Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838	Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838
Alias	robust tau, skipped Kendall's tau, Winsorized Kendall's tau, outlier-resistant rank correlation	winsorized correlation, percentage bend correlation, robust r, outlier-resistant correlation
Apparentées	5	3
Résumé	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.	The robust Pearson correlation is an outlier-resistant measure of linear association between two continuous variables. By applying Winsorizing, trimming, or percentage-bend transformations before computing the classic Pearson r, it retains the interpretability of a correlation coefficient while dramatically reducing the distortion caused by extreme values.