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Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis - MaRDI portal

Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis

From MaRDI portal
Publication:1950910

DOI10.1214/12-EJS749zbMath1334.62098arXiv1112.1788OpenAlexW2964075504MaRDI QIDQ1950910

Fabrice Gamboa, Gaelle Chastaing, Clémentine Prieur

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.1788




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