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Corrélation de Pearson Robuste×Corrélation de rang de Tau de Kendall×Corrélation de Pearson par le produit des moments×
DomaineStatistiqueStatistiqueStatistique
FamilleHypothesis testHypothesis testHypothesis test
Année d'origine1970s–1990s19381895
Auteur d'origineRand R. Wilcox and predecessors in robust statisticsMaurice G. KendallKarl Pearson
TypeRobust bivariate association measureRank-based association measureParametric correlation
Source fondatriceWilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838Kendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1–2), 81–93. DOI ↗Cohen, J. (1988). Statistical Power Analysis for the Behavioral Sciences (2nd ed.). Lawrence Erlbaum Associates. DOI ↗
Aliaswinsorized correlation, percentage bend correlation, robust r, outlier-resistant correlationKendall's tau, Kendall tau-b, tau correlation, Kendall Tau Korelasyonupearson r, product-moment correlation, bivariate correlation, Pearson Korelasyon Analizi
Apparentées344
RésuméThe 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.The Pearson product-moment correlation coefficient (r) is a parametric measure of the direction and strength of the linear association between two continuous variables. Introduced by Karl Pearson in 1895, it remains the most widely used bivariate correlation statistic in the social, health, and natural sciences. The coefficient ranges from −1 (perfect negative linear relationship) to +1 (perfect positive), with 0 indicating no linear association.
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ScholarGateComparer des méthodes: Robust Pearson correlation · Kendall Tau Correlation · Pearson Correlation. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare