Kendall tau rank correlation
Coeficiente de correlación de Kendall
- Date
- 1938 · confidence high
- Place
- London, England, United Kingdom
- Credited to
- Maurice Kendall y Gustav Fechner
- Field
- Knowledge & symbols
What was discovered
A non-parametric statistic that measures rank correlation between two variables based on the concordance of their orderings, introduced by statistician Maurice Kendall.
What it led to
- A robust alternative to Spearman's rank correlation coefficient
- Non-parametric tests of independence
- Widespread use in applied statistics and the social sciences