Sample-based estimation of correlation ratio with polynomial approximation

DOI10.1145/1315575.1315578zbMATH Open1390.65034OpenAlexW1970599243MaRDI QIDQ4565396FDOQ4565396

R. M. Cooke, Daniel Lewandowski, 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

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zbMATH Keywords

sensitivity analysisSobol indicescorrelation ratio

Mathematics Subject Classification ID

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

Cited In (2)

• Accurate Approximation of Correlation Coefficients by Short Edgeworth-Chebyshev Expansion and Its Statistical Applications
• Sensitivity analysis: a review of recent advances

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