Pick and Freeze estimation of sensitivity index for static and dynamic models with dependent inputs

MaRDI QIDQ2958718zbMATH OpenFDO

Authors Mathilde Grandjacques, Benoit Delinchant, Olivier Adrot

Publication date 3 February 2017

Full work available at URL http://journal-sfds.fr/article/view/557

zbMATH Keywords

sensitivity analysistime seriesdependent inputscopula modelPick and Freeze estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Measures of association (correlation, canonical correlation, etc.) (62H20)

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