手法を比較

	ロバスト・スピアマン相関	ケンドールの順位相関係数 (Kendall's Tau Rank Correlation)
分野	統計学	統計学
系統	Hypothesis test	Hypothesis test
提唱年	1990s–2000s	1938
提唱者	Rand R. Wilcox (robust extensions); Charles Spearman (base method, 1904)	Maurice G. Kendall
種類	Robust nonparametric correlation	Nonparametric rank correlation
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 Spearman correlation, robust rank correlation, trimmed Spearman correlation, outlier-resistant Spearman	Kendall tau, Kendall rank correlation, tau-b, tau-c
関連	5	4
概要	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.	Kendall's tau is a nonparametric measure of the ordinal association between two variables. It quantifies how consistently the relative ordering of one variable matches the ordering of another across all observation pairs, making it robust to outliers and suitable for ordinal or non-normally distributed data.