A multivariate non-parametric kernel estimator for global sensitivity analysis

DOI10.1080/03610918.2017.1309430MaRDI QIDQ5084941zbMATH OpenOpenAlexFDO

Authors Lamia Djerroud, Tristan Senga Kiessé, Smail Adjabi

Publication date 29 June 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2017.1309430

zbMATH Keywords

analysis of variancesensitivity indicesnon-parametric regressionassociated kernel

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

Cites work

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• THE UNIQUENESS OF CROSS-VALIDATION SELECTED SMOOTHING PARAMETERS IN KERNEL ESTIMATION OF NONPARAMETRIC MODELS
• Uncertainty management in simulation-optimization of complex systems. Algorithms and applications

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