Risk of estimators for Sobol' sensitivity indices based on metamodels

DOI10.1214/20-EJS1793zbMath1460.62116arXiv1912.11070MaRDI QIDQ2219226

I. A. Panin

Publication date: 19 January 2021

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

Full work available at URL: https://arxiv.org/abs/1912.11070

zbMATH Keywords

global sensitivity analysisSobol' indicespolynomial chaos approximation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Numerical methods for trigonometric approximation and interpolation (65T40) Analysis of variance and covariance (ANOVA) (62J10)

Uses Software

• ElemStatLearn

Cites Work

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