Pick and Freeze estimation of sensitivity index for static and dynamic models with dependent inputs
zbMATH Open1367.62088MaRDI QIDQ2958718FDOQ2958718
Authors: Mathilde Grandjacques, Benoit Delinchant, Olivier Adrot 
Publication date: 3 February 2017
Full work available at URL: http://journal-sfds.fr/article/view/557
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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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