Estimation of global sensitivity indices for models with dependent variables
type: Item
instance of: scholarly article
title: Estimation of global sensitivity indices for models with dependent variables
zbMATH Open document ID: 1261.62062
published in: Computer Physics Communications
publication date: 2013-04-25T00:00:00Z
Mathematics Subject Classification ID: 62H99
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6157376
zbMATH Keywords: global sensitivity analysis
zbMATH Keywords: correlated inputs
zbMATH Keywords: Gaussian copula
zbMATH Keywords: quasi Monte Carlo methods
zbMATH Keywords: Sobol' sensitivity indices
zbMATH Keywords: Sobol' sequences
author: S. Kucherenko
author: S. Tarantola
author: Paola Annoni
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: j.cpc.2011.12.020
OpenAlex ID: W2053411831
cites work: Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
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cites work: Making best use of model evaluations to compute sensitivity indices
cites work: Q4890889
cites work: Q3412547
cites work: Q5706744
cites work: Modelling correlated random variables
cites work: Algorithm 659
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cites work: Sensitivity Analysis in Practice
DOI: 10.1016/J.CPC.2011.12.020
description: scientific article; zbMATH DE number 6157376