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Estimation of global sensitivity indices for models with dependent variables - MaRDI portal

Estimation of global sensitivity indices for models with dependent variables (Q1948835)

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scientific article; zbMATH DE number 6157376
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English
Estimation of global sensitivity indices for models with dependent variables
scientific article; zbMATH DE number 6157376

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    Estimation of global sensitivity indices for models with dependent variables (English)
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    25 April 2013
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    global sensitivity analysis
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    correlated inputs
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    Gaussian copula
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    quasi Monte Carlo methods
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    Sobol' sensitivity indices
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    Sobol' sequences
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