A kernel estimate method for characteristic function-based uncertainty importance measure

DOI10.1016/j.apm.2016.09.028zbMath1443.62011OpenAlexW2531426656MaRDI QIDQ2284518

Xin Xu, Xiaopeng Luo, Zhen-Zhou Lü

Publication date: 15 January 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2016.09.028

zbMATH Keywords

characteristic functionuncertainty importance analysismoment-independentkernel estimate method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Monte Carlo methods (65C05)

Cites Work

• A fast computational method for moment-independent uncertainty importance measure
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• High-order statistics in global sensitivity analysis: decomposition and model reduction
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