Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth

DOI10.48550/arXiv.1803.03333zbMath1497.62088arXiv1803.03333OpenAlexW2969485665MaRDI QIDQ145558

Maikol Solís, Maikol Solís

Publication date: 8 March 2018

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.03333

zbMATH Keywords

sensitivity analysisfinite-sample biasSobol indicesnonparametric estimatorbootstrap bandwidth

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Sensitivity (robustness) (93B35)

Related Items (2)

Non-parametric adaptive estimation of order 1 Sobol indices in stochastic models, with an application to epidemiology ⋮ sobolnp

Uses Software

• R
• gss
• np

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Uncertainty management in simulation-optimization of complex systems. Algorithms and applications
• From screening to quantitative sensitivity analysis. A unified approach
• On weak convergence and optimality of kernel density estimates of the mode
• Nonlinear sensitivity analysis of multiparameter model systems
• Comparing nonparametric versus parametric regression fits
• Making best use of model evaluations to compute sensitivity indices
• The optimal design of blocked and split-plot experiments
• Analysis of variance designs for model output
• Mastering uncertainty in industry. I: A global methodological approach based on examples
• Asymptotics for kernel estimate of sliced inverse regression
• Nonparametric and semiparametric models.
• Using recursive algorithms for the efficient identification of smoothing spline ANOVA models
• EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
• Smooth nonparametric quantile estimation under censoring: simulations and bootstrap methods
• Better estimation of small sobol' sensitivity indices
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
• Rates of convergence in conditional covariance matrix with nonparametric entries estimation
• Asymptotic normality and efficiency of two Sobol index estimators
• Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data
• Comparison of some efficient methods to evaluate the main effect of computer model factors
• Introduction to nonparametric estimation
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

This page was built for publication: Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth