Estimation of the Sobol indices in a linear functional multidimensional model

DOI10.1016/j.jspi.2013.04.007zbMath1279.62176OpenAlexW2022042758MaRDI QIDQ394578

Jean-Claude Fort, Béatrice Laurent, Agnès Lagnoux, Thierry Klein

Publication date: 27 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.04.007

zbMATH Keywords

sensitivity analysisquadratic functionalsKarhunen-Loève expansionSobol indicesfractional Gaussian processlinear functional modelsemi-parametric efficient estimation

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Applications of functional analysis in probability theory and statistics (46N30)

Related Items (5)

Symmetrical design for symmetrical global sensitivity analysis of model output ⋮ Sensitivity analysis for multidimensional and functional outputs ⋮ Optimal space-filling design for symmetrical global sensitivity analysis of complex black-box models ⋮ Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs ⋮ Non-parametric adaptive estimation of order 1 Sobol indices in stochastic models, with an application to epidemiology

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