Comparer des méthodes

	Corrélation de Pearson Robuste	Corrélation de rang de Tau de Kendall
Domaine	Statistique	Statistique
Famille	Hypothesis test	Hypothesis test
Année d'origine	1970s–1990s	1938
Auteur d'origine	Rand R. Wilcox and predecessors in robust statistics	Maurice G. Kendall
Type	Robust bivariate association measure	Rank-based association measure
Source fondatrice	Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838	Kendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1–2), 81–93.
Alias	winsorized correlation, percentage bend correlation, robust r, outlier-resistant correlation	Kendall's tau, Kendall tau-b, tau correlation, Kendall Tau Korelasyonu
Apparentées	3	4
Résumé	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.	Kendall Tau is a nonparametric rank correlation coefficient introduced by Maurice G. Kendall in 1938 to measure the strength and direction of a monotone association between two ordinal or continuous variables. It is particularly suited to small samples and datasets containing many tied ranks, where the Spearman coefficient can be less stable.