L2-Boosting for sensitivity analysis with dependent inputs

DOI10.5705/ss.2013.310zbMath1377.62156OpenAlexW2023777598MaRDI QIDQ3448721

Clémentine Prieur, Unnamed Author, Gaelle Chastaing, Magali Champion

Publication date: 26 October 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5705/ss.2013.310

zbMATH Keywords

convergencesensitivity analysisdependent variables\(\mathbb L_2\)-boostinggeneralized ANOVA decomposition

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Analysis of variance and covariance (ANOVA) (62J10)

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