Generalized Hoeffding-Sobol decomposition for dependent variables -- application to sensitivity analysis

DOI10.1214/12-EJS749zbMath1334.62098arXiv1112.1788MaRDI QIDQ1950910

Clémentine Prieur, Fabrice Gamboa, Gaelle Chastaing

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.1788

zbMATH Keywords

dependent variables; sensitivity index; Hoeffding decomposition; Sobol decomposition

Mathematics Subject Classification ID

62G05: Nonparametric estimation

62J02: General nonlinear regression

Related Items

Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs, Sensitivity analysis: a review of recent advances, Shapley Effects for Global Sensitivity Analysis: Theory and Computation

Uses Software

• gss

Cites Work

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