Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance

DOI10.1007/s00362-016-0768-5zbMath1395.62091OpenAlexW2352986571MaRDI QIDQ1706477

Matieyendou Lamboni

Publication date: 22 March 2018

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-016-0768-5

zbMATH Keywords

U-statisticsvariance-based sensitivity analysistotal sensitivity indicesmultivariate sensitivity analysis

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)

Related Items (1)

Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices

Uses Software

• gss
• randtoolbox
• sensitivity

Cites Work

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