A new algorithm for variance based importance analysis of models with correlated inputs
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Publication:350387
DOI10.1016/J.APM.2012.03.017zbMath1351.90086OpenAlexW2040612054MaRDI QIDQ350387
Bintuan Wang, Changcong Zhou, Luyi Li, Jun Feng, Zhen-Zhou Lü
Publication date: 7 December 2016
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2012.03.017
Point estimation (62F10) Applications of statistics in engineering and industry; control charts (62P30) Reliability, availability, maintenance, inspection in operations research (90B25)
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Cites Work
- Reliability sensitivity by method of moments
- Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
- Moment-independent importance measure of basic random variable and its probability density evolution solution
- Two-point estimates in probabilities
- Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
- Efficient statistical tolerance analysis for general distributions using three-point information
- Sensitivity Analysis in Practice
- Sensitivity analysis in model calibration: GSA-GLUE approach
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
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