ScholarGate
Asistent

Porovnať metódy

Prezrite si vybrané metódy vedľa seba; riadky, ktoré sa líšia, sú zvýraznené.

Robustná Spearmanova korelácia×Robustná Kendallova korelácia poradia Tau×
OdborŠtatistikaŠtatistika
RodinaHypothesis testHypothesis test
Rok vzniku1990s–2000s1990s–2000s
TvorcaRand R. Wilcox (robust extensions); Charles Spearman (base method, 1904)Rand Wilcox; Croux & Dehon (robust extensions)
TypRobust nonparametric correlationRobust rank correlation
Pôvodný zdrojWilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838
Ďalšie názvyWinsorized Spearman correlation, robust rank correlation, trimmed Spearman correlation, outlier-resistant Spearmanrobust tau, skipped Kendall's tau, Winsorized Kendall's tau, outlier-resistant rank correlation
Príbuzné55
ZhrnutieRobust 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.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.
ScholarGateDátová sada
  1. v1
  2. 2 Zdroje
  3. PUBLISHED
  1. v1
  2. 2 Zdroje
  3. PUBLISHED

Prejsť na hľadanie Stiahnuť snímky

ScholarGatePorovnať metódy: Robust Spearman Correlation · Robust Kendall's tau. Získané 2026-06-18 z https://scholargate.app/sk/compare