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

correlation ratiosensitivity analysisSobol indices

Mathematics Subject Classification ID

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

Recommendations

• Sensitivity analysis using permutations
• Sensitivity analysis of correlated inputs: application to a riveting process model
• On sensitivity analysis
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
• Design for sensitivity analysis

Cited in

(4)

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

This page was built for publication: Sample-based estimation of correlation ratio with polynomial approximation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4565396)