Hoeffding decomposition of functions of random dependent variables

DOI10.1016/J.JMVA.2025.105444MaRDI QIDQ6982164zbMATH OpenFDO

Authors Marouane Il Idrissi, Nicolas Bousquet, Fabrice Gamboa, B. Iooss, Jean-Michel Loubes

Publication date 19 May 2025

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

sensitivity analysisdependenceoblique projectionsHoeffding decompositiondirect-sum decomposition

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Functional data analysis (62R10) Operators on Hilbert spaces (general) (47B02)

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