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강건 스피어만 상관계수×스피어만 순위 상관 계수×
분야통계학통계학
계열Hypothesis testHypothesis test
기원 연도1990s–2000s1904
창시자Rand R. Wilcox (robust extensions); Charles Spearman (base method, 1904)Charles Spearman
유형Robust nonparametric correlationNonparametric rank-based correlation
원전Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838Spearman, C. (1904). The proof and measurement of association between two things. The American Journal of Psychology, 15, 72–101. DOI ↗
별칭Winsorized Spearman correlation, robust rank correlation, trimmed Spearman correlation, outlier-resistant SpearmanSpearman's rho, Spearman rank-order correlation, Spearman Sıra Korelasyonu
관련54
요약Robust 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.
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