Sensitivity analysis for multidimensional and functional outputs

DOI10.1214/14-EJS895zbMath1348.62106arXiv1311.1797OpenAlexW2011587268MaRDI QIDQ2452108

Alexandre Janon, Fabrice Gamboa, Agnès Lagnoux, Thierry Klein

Publication date: 30 May 2014

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

Full work available at URL: https://arxiv.org/abs/1311.1797

zbMATH Keywords

sensitivity analysisquadratic functionalsconcentration inequalitiessobol indicessemiparametric efficient estimationtemporal outputvector output

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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Cites Work

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• Estimation of the Sobol indices in a linear functional multidimensional model
• Statistical inference for Sobol pick-freeze Monte Carlo method
• Asymptotic Statistics
• Asymptotic normality and efficiency of two Sobol index estimators
• Higher order Sobol' indices
• Reliability of global sensitivity indices
• Variance Components and Generalized Sobol' Indices

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