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강건 Kendall's Tau 순위 상관관계×강건한 Mann-Whitney U 검정×
분야통계학통계학
계열Hypothesis testHypothesis test
기원 연도1990s–2000s1947 / 2003
창시자Rand Wilcox; Croux & Dehon (robust extensions)Rand Wilcox (robust extensions); original test by Mann & Whitney (1947)
유형Robust rank correlationRobust nonparametric two-group comparison
원전Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838Wilcox, R. R. (2005). Introduction to Robust Estimation and Hypothesis Testing (2nd ed.). Academic Press. ISBN: 978-0127515427
별칭robust tau, skipped Kendall's tau, Winsorized Kendall's tau, outlier-resistant rank correlationrobust Wilcoxon rank-sum test, robust two-sample rank test, outlier-resistant Mann-Whitney test, robust nonparametric two-group comparison
관련51
요약Robust 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.The Robust Mann-Whitney U test is a nonparametric two-group comparison that combines the rank-based logic of the classic Mann-Whitney U test with modern robust techniques — such as outlier screening, trimmed means, or robust variance estimation — to produce reliable inferences when data contain extreme values, heavy-tailed distributions, or other violations that compromise the standard test.
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