Efficient estimation of sensitivity indices

DOI10.1080/10485252.2013.784762zbMath1416.62195arXiv1203.2899OpenAlexW2014911719MaRDI QIDQ2863036

Sébastien Da Veiga, Fabrice Gamboa

Publication date: 21 November 2013

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

Full work available at URL: https://arxiv.org/abs/1203.2899

zbMATH Keywords

density estimationglobal sensitivity analysissemiparametric Cramér-Rao bound

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics in engineering and industry; control charts (62P30)

Related Items

Estimation of the Sobol indices in a linear functional multidimensional model ⋮ Global sensitivity analysis: a novel generation of mighty estimators based on rank statistics ⋮ Risk of estimators for Sobol' sensitivity indices based on metamodels ⋮ Variance Reduction for Estimation of Shapley Effects and Adaptation to Unknown Input Distribution ⋮ Non-parametric adaptive estimation of order 1 Sobol indices in stochastic models, with an application to epidemiology ⋮ Parseval inequalities and lower bounds for variance-based sensitivity indices ⋮ Global sensitivity analysis with dependence measures ⋮ Efficient estimation of conditional covariance matrices for dimension reduction

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