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Tau de Kendall robuste×Coefficient de corrélation de rang de Spearman×
DomaineStatistiqueStatistique
FamilleHypothesis testHypothesis test
Année d'origine1990s–2000s1904
Auteur d'origineRand Wilcox; Croux & Dehon (robust extensions)Charles Spearman
TypeRobust rank correlationNonparametric rank-based correlation
Source fondatriceWilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838Spearman, C. (1904). The proof and measurement of association between two things. The American Journal of Psychology, 15, 72–101. DOI ↗
Aliasrobust tau, skipped Kendall's tau, Winsorized Kendall's tau, outlier-resistant rank correlationSpearman's rho, Spearman rank-order correlation, Spearman Sıra Korelasyonu
Apparentées54
RésuméRobust 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 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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  3. PUBLISHED

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ScholarGateComparer des méthodes: Robust Kendall's tau · Spearman Correlation. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare