Порівняння методів
Переглядайте обрані методи поруч; рядки з відмінностями підсвічено.
| Робастний ранговий коефіцієнт кореляції Тау Кендалла× | Стійка кореляція Пірсона× | |
|---|---|---|
| Галузь | Статистика | Статистика |
| Родина | Hypothesis test | Hypothesis test |
| Рік появи≠ | 1990s–2000s | 1970s–1990s |
| Автор методу≠ | Rand Wilcox; Croux & Dehon (robust extensions) | Rand R. Wilcox and predecessors in robust statistics |
| Тип≠ | Robust rank correlation | Robust bivariate association measure |
| Основоположне джерело | Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838 | Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838 |
| Інші назви | robust tau, skipped Kendall's tau, Winsorized Kendall's tau, outlier-resistant rank correlation | winsorized correlation, percentage bend correlation, robust r, outlier-resistant correlation |
| Пов'язані≠ | 5 | 3 |
| Підсумок≠ | 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. | 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. |
| ScholarGateНабір даних ↗ |
|
|