Linking the Hoeffding-sobol and Möbius formulas through a decomposition of Kuo, Sloan, Wasilkowski, and Woźniakowski

DOI10.1016/j.spl.2022.109419OpenAlexW4211106605WikidataQ113863759 ScholiaQ113863759MaRDI QIDQ2128925

Olivier Roustant, Christian Genest, Cécile Mercadier

Publication date: 22 April 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109419

zbMATH Keywords

functional representationMöbius decompositionHoeffding-Sobol decomposition

Mathematics Subject Classification ID

Multidimensional problems (41A63) Applications of functional analysis in probability theory and statistics (46N30) Nonparametric inference (62Gxx)

Related Items (1)

Orthogonal decomposition of multivariate densities in Bayes spaces and relation with their copula-based representation

Uses Software

• IndependenceTests

Cites Work

• Unnamed Item
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