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× | スペルマン順位相関係数× | |
|---|---|---|
| 分野 | 統計学 | 統計学 |
| 系統 | Hypothesis test | Hypothesis test |
| 提唱年≠ | 1990s–2000s | 1904 |
| 提唱者≠ | Rand R. Wilcox (robust extensions); Charles Spearman (base method, 1904) | Charles Spearman |
| 種類≠ | Robust nonparametric correlation | Nonparametric rank-based correlation |
| 原典≠ | Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838 | Spearman, C. (1904). The proof and measurement of association between two things. The American Journal of Psychology, 15, 72–101. DOI ↗ |
| 別名≠ | Winsorized Spearman correlation, robust rank correlation, trimmed Spearman correlation, outlier-resistant Spearman | Spearman's rho, Spearman rank-order correlation, Spearman Sıra Korelasyonu |
| 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. | 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. |
| ScholarGateデータセット ↗ |
|
|