Hypothesis testClassical statistics
稳健皮尔逊相关系数
稳健皮尔逊相关系数是一种抗离群值的、衡量两个连续变量之间线性关联的指标。通过在计算经典皮尔逊 r 之前应用温莎化（Winsorizing）、修剪（trimming）或百分比弯曲（percentage-bend）变换，它保留了相关系数的可解释性，同时极大地减小了极端值造成的失真。
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来源
- Wilcox, R. R. (2012). Introduction to Robust Estimation and Hypothesis Testing (3rd ed.). Academic Press. ISBN: 978-0123869838
- Shevlyakov, G. L., & Oja, H. (2011). Robust Correlation: Theory and Applications. Wiley. ISBN: 978-1118493458
如何引用本页
ScholarGate. (2026, June 3). Robust Pearson Correlation Coefficient. ScholarGate. https://scholargate.app/zh/statistics/robust-pearson-correlation
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