Sample-based estimation of correlation ratio with polynomial approximation

DOI10.1145/1315575.1315578MaRDI QIDQ4565396zbMATH OpenOpenAlexFDO

Authors Daniel Lewandowski, R. M. Cooke, Radboud J. Duintjer Tebbens

Publication date 12 June 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1315575.1315578

zbMATH Keywords

sensitivity analysisSobol indicescorrelation ratio

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)

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(4)

• Sensitivity analysis using permutations
• Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications
• Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models
• Sensitivity analysis: a review of recent advances

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