Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Робастная корреляция Кендалла на основе рангов× | Коэффициент ранговой корреляции Кендалла× | |
|---|---|---|
| Область | Статистика | Статистика |
| Семейство | Hypothesis test | Hypothesis test |
| Год появления≠ | 1990s–2000s | 1938 |
| Автор метода≠ | Rand Wilcox; Croux & Dehon (robust extensions) | Maurice G. Kendall |
| Тип≠ | Robust rank correlation | Nonparametric rank correlation |
| Основополагающий источник≠ | 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. DOI ↗ |
| Другие названия | robust tau, skipped Kendall's tau, Winsorized Kendall's tau, outlier-resistant rank correlation | Kendall tau, Kendall rank correlation, tau-b, tau-c |
| Связанные≠ | 5 | 4 |
| Сводка≠ | Robust 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. | 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. |
| ScholarGateНабор данных ↗ |
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