New improvements in the use of dependence measures for sensitivity analysis and screening

DOI10.1080/00949655.2016.1149854zbMath1462.49068arXiv1412.1414OpenAlexW2279261944MaRDI QIDQ5221514

Matthias de Lozzo, Amandine Marrel

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.1414

zbMATH Keywords

bootstrapsensitivity analysisdependence measuresscreeningindependence testsHSIC

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics in engineering and industry; control charts (62P30) Statistical ranking and selection procedures (62F07) Sensitivity analysis for optimization problems on manifolds (49Q12) Numerical methods for variational inequalities and related problems (65K15)

Related Items (2)

Fast prediction of aquifer thermal energy storage: a multicyclic metamodelling procedure ⋮ Global Sensitivity Analysis for Optimization with Variable Selection

Uses Software

• tree-structured-covariance

Cites Work

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