手法を比較
選択した手法を並べて確認できます。異なる行はハイライト表示されます。
| ロバスト・スピアマン相関× | ロバストピアソン相関× | |
|---|---|---|
| 分野 | 統計学 | 統計学 |
| 系統 | Hypothesis test | Hypothesis test |
| 提唱年≠ | 1990s–2000s | 1970s–1990s |
| 提唱者≠ | Rand R. Wilcox (robust extensions); Charles Spearman (base method, 1904) | Rand R. Wilcox and predecessors in robust statistics |
| 種類≠ | Robust nonparametric correlation | Robust bivariate association measure |
| 原典 | 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 |
| 別名 | Winsorized Spearman correlation, robust rank correlation, trimmed Spearman correlation, outlier-resistant Spearman | winsorized correlation, percentage bend correlation, robust r, outlier-resistant correlation |
| 関連≠ | 5 | 3 |
| 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. | 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. |
| ScholarGateデータセット ↗ |
|
|