Shapley Effects for Global Sensitivity Analysis: Theory and Computation

DOI10.1137/15M1048070zbMath1403.62226OpenAlexW2518039540MaRDI QIDQ3179320

Barry L. Nelson, Jeremy Staum, Eunhye Song

Publication date: 21 December 2016

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

Full work available at URL: https://doi.org/10.1137/15m1048070

zbMATH Keywords

Shapley valuecomputer experimentsglobal sensitivity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Cooperative games (91A12)

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