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Робусна корелација ранга Кендаловог тауа×Robusna Pirsnova korelacija×
OblastStatistikaStatistika
PorodicaHypothesis testHypothesis test
Godina nastanka1990s–2000s1970s–1990s
TvoracRand Wilcox; Croux & Dehon (robust extensions)Rand R. Wilcox and predecessors in robust statistics
TipRobust rank correlationRobust bivariate association measure
Temeljni izvorWilcox, 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
Drugi nazivirobust tau, skipped Kendall's tau, Winsorized Kendall's tau, outlier-resistant rank correlationwinsorized correlation, percentage bend correlation, robust r, outlier-resistant correlation
Srodne53
SažetakRobust 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 Pearson correlation is an outlier-resistant measure of linear association between two continuous variables. By applying Winsorizing, trimming, or percentage-bend transformations before computing the classic Pearson r, it retains the interpretability of a correlation coefficient while dramatically reducing the distortion caused by extreme values.
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ScholarGateUporedite metode: Robust Kendall's tau · Robust Pearson correlation. Preuzeto 2026-06-17 sa https://scholargate.app/sr/compare