Estimation of the Sobol indices in a linear functional multidimensional model
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Cites work
- scientific article; zbMATH DE number 3497161 (Why is no real title available?)
- scientific article; zbMATH DE number 1529823 (Why is no real title available?)
- scientific article; zbMATH DE number 1425054 (Why is no real title available?)
- scientific article; zbMATH DE number 3046994 (Why is no real title available?)
- A Class of Statistics with Asymptotically Normal Distribution
- Adaptive estimation in circular functional linear models
- Adaptive estimation of a quadratic functional of a density by model selection
- Asymptotic Statistics
- Asymptotic normality and efficiency of two Sobol index estimators
- CLT in functional linear regression models
- Efficient estimation of integral functionals of a density
- Efficient estimation of sensitivity indices
- Functional quantization of Gaussian processes
- Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
- Karhunen-Loève expansions of \(\alpha\)-Wiener bridges
- Making best use of model evaluations to compute sensitivity indices
- Methodology and convergence rates for functional linear regression
- Minimax adaptive tests for the functional linear model
- Multivariate extensions of the Anderson--Darling process.
- Nonlinear sensitivity analysis of multiparameter model systems
- Prediction in functional linear regression
- Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
- Sensitivity analysis and related analyses: A review of some statistical techniques
- Small ball constants and tight eigenvalue asymptotics for fractional Brownian motions
- Smoothing splines estimators for functional linear regression
- Statistical inference for Sobol pick-freeze Monte Carlo method
- Thresholding projection estimators in functional linear models
Cited in
(8)- Iterative estimation of Sobol' indices based on replicated designs
- Sensitivity analysis for multidimensional and functional outputs
- Efficient estimation of sensitivity indices
- Symmetrical design for symmetrical global sensitivity analysis of model output
- Variance components and generalized Sobol' indices
- Optimal space-filling design for symmetrical global sensitivity analysis of complex black-box models
- Non-parametric adaptive estimation of order 1 Sobol indices in stochastic models, with an application to epidemiology
- Sampling, metamodeling, and sensitivity analysis of numerical simulators with functional stochastic inputs
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