Sensitivity Analysis Based on Cramér--von Mises Distance

DOI10.1137/15M1025621zbMath1392.62091arXiv1506.04133MaRDI QIDQ3176231

Thierry Klein, Agnès Lagnoux, Fabrice Gamboa

Publication date: 19 July 2018

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.04133

zbMATH Keywords

sensitivity analysisfunctional delta-methodCramér-von Mises distancepick and freeze method

Mathematics Subject Classification ID

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

Related Items (12)

Goal-Oriented Shapley Effects with Special Attention to the Quantile-Oriented Case ⋮ Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics ⋮ Measuring association with Wasserstein distances ⋮ Sensitivity measures based on scoring functions ⋮ Explaining classifiers with measures of statistical association ⋮ Exact detection thresholds and minimax optimality of Chatterjee's correlation coefficient ⋮ Faster Kriging: Facing High-Dimensional Simulators ⋮ Copula theory and probabilistic sensitivity analysis: is there a connection? ⋮ Probabilistic sensitivity measures as information value ⋮ A new coefficient of correlation ⋮ Nonparametric estimation of probabilistic sensitivity measures ⋮ Global Sensitivity Analysis and Wasserstein Spaces

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