方法证据记录
Kendall's tau
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.
源记录
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Kendall's Tau Rank Correlation Coefficient
分类方法记录 · hypothesis-test / statistics
- Kendall, M. G. (1938). A new measure of rank correlation. Biometrika, 30(1/2), 81–93. · DOI 10.1093/biomet/30.1-2.81
- Kendall, M. G. (1948). Rank Correlation Methods. Charles Griffin & Company. · URL
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