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Corrélation de Pearson Robuste×Corrélation de rang de Tau de Kendall×Coefficient de corrélation de rang de Spearman×
DomaineStatistiqueStatistiqueStatistique
FamilleHypothesis testHypothesis testHypothesis test
Année d'origine1970s–1990s19381904
Auteur d'origineRand R. Wilcox and predecessors in robust statisticsMaurice G. KendallCharles Spearman
TypeRobust bivariate association measureRank-based association measureNonparametric rank-based 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 ↗Spearman, C. (1904). The proof and measurement of association between two things. The American Journal of Psychology, 15, 72–101. DOI ↗
Aliaswinsorized correlation, percentage bend correlation, robust r, outlier-resistant correlationKendall's tau, Kendall tau-b, tau correlation, Kendall Tau KorelasyonuSpearman's rho, Spearman rank-order correlation, Spearman Sıra Korelasyonu
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 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.
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ScholarGateComparer des méthodes: Robust Pearson correlation · Kendall Tau Correlation · Spearman Correlation. Consulté le 2026-06-18 sur https://scholargate.app/fr/compare