手法を比較

	ロバストピアソン相関	ケンドール順位相関係数
分野	統計学	統計学
系統	Hypothesis test	Hypothesis test
提唱年	1970s–1990s	1938
提唱者	Rand R. Wilcox and predecessors in robust statistics	Maurice G. Kendall
種類	Robust bivariate association measure	Rank-based association measure
原典	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.
別名	winsorized correlation, percentage bend correlation, robust r, outlier-resistant correlation	Kendall's tau, Kendall tau-b, tau correlation, Kendall Tau Korelasyonu
関連	3	4
概要	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.