Uncertainty quantification for functional dependent random variables

DOI10.1007/s00180-016-0676-0zbMath1417.62165OpenAlexW2289663255MaRDI QIDQ2358935

Amandine Marrel, Céline Helbert, Simon Nanty, Nadia Pérot, Clémentine Prieur

Publication date: 27 June 2017

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-016-0676-0

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Point estimation (62F10)

Related Items

Multifidelity Surrogate Modeling for Time-Series Outputs ⋮ An efficient dimension reduction for the Gaussian process emulation of two nested codes with functional outputs ⋮ Sampling, Metamodeling, and Sensitivity Analysis of Numerical Simulators with Functional Stochastic Inputs

Uses Software

• Rainbow
• fda (R)
• glasso
• spcov

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