Comparer des méthodes

	Corrélation de Spearman Robuste	Tau de Kendall robuste
Domaine	Statistique	Statistique
Famille	Hypothesis test	Hypothesis test
Année d'origine	1990s–2000s	1990s–2000s
Auteur d'origine	Rand R. Wilcox (robust extensions); Charles Spearman (base method, 1904)	Rand Wilcox; Croux & Dehon (robust extensions)
Type	Robust nonparametric correlation	Robust rank correlation
Source fondatrice	Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838	Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838
Alias	Winsorized Spearman correlation, robust rank correlation, trimmed Spearman correlation, outlier-resistant Spearman	robust tau, skipped Kendall's tau, Winsorized Kendall's tau, outlier-resistant rank correlation
Apparentées	5	5
Résumé	Robust Spearman correlation is an outlier-resistant measure of monotonic association between two variables. It applies robustification strategies — such as Winsorizing extreme ranks or using the percentage-bend approach — to protect Spearman's rho against distortion from outliers or heavy-tailed distributions, while retaining its nonparametric rank-based character.	Robust 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.