Asymptotic normality and efficiency of two Sobol index estimators

DOI10.1051/ps/2013040zbMath1305.62147arXiv1303.6451OpenAlexW2060003311MaRDI QIDQ5174358

Maëlle Nodet, Alexandre Janon, Thierry Klein, Clémentine Prieur, Agnès Lagnoux

Publication date: 17 February 2015

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.6451

zbMATH Keywords

confidence intervalssensitivity analysisasymptotic normalityasymptotic efficiencymetamodellingSobol indicessurface response methodology

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

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