Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Робастная корреляция Спирмена× | Коэффициент ранговой корреляции Кендалла× | |
|---|---|---|
| Область | Статистика | Статистика |
| Семейство | Hypothesis test | Hypothesis test |
| Год появления≠ | 1990s–2000s | 1938 |
| Автор метода≠ | Rand R. Wilcox (robust extensions); Charles Spearman (base method, 1904) | Maurice G. Kendall |
| Тип≠ | Robust nonparametric 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 | Winsorized Spearman correlation, robust rank correlation, trimmed Spearman correlation, outlier-resistant Spearman | Kendall tau, Kendall rank correlation, tau-b, tau-c |
| Связанные≠ | 5 | 4 |
| Сводка≠ | 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. | 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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