The ordering importance measure of random variable and its estimation

DOI10.1016/j.matcom.2014.06.003OpenAlexW2005180871MaRDI QIDQ2229899

Pan Wang, Weihu Wang, Lijie Cui, Zhen-Zhou Lü

Publication date: 18 February 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2014.06.003

zbMATH Keywords

correlated variablescopula transformationimportance analysismoment-independent importance measureprobability density function evolution

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

Cites Work

• Unnamed Item
• Moment-independent importance measure of basic random variable and its probability density evolution solution
• The number theoretical method in response analysis of nonlinear stochastic structures
• Manipulation and the Pareto rule
• Applications of Number Theory to Numerical Analysis
• On the Relative Importance of Input Factors in Mathematical Models
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

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