Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Corrélation de Pearson Robuste× | Corrélation de rang de Tau de Kendall× | Corrélation de Pearson par le produit des moments× | |
|---|---|---|---|
| Domaine | Statistique | Statistique | Statistique |
| Famille | Hypothesis test | Hypothesis test | Hypothesis test |
| Année d'origine≠ | 1970s–1990s | 1938 | 1895 |
| Auteur d'origine≠ | Rand R. Wilcox and predecessors in robust statistics | Maurice G. Kendall | Karl Pearson |
| Type≠ | Robust bivariate association measure | Rank-based association measure | Parametric correlation |
| 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. DOI ↗ | Cohen, J. (1988). Statistical Power Analysis for the Behavioral Sciences (2nd ed.). Lawrence Erlbaum Associates. DOI ↗ |
| Alias | winsorized correlation, percentage bend correlation, robust r, outlier-resistant correlation | Kendall's tau, Kendall tau-b, tau correlation, Kendall Tau Korelasyonu | pearson r, product-moment correlation, bivariate correlation, Pearson Korelasyon Analizi |
| Apparentées≠ | 3 | 4 | 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. | 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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