Asymptotic normality and efficiency of two Sobol index estimators
From MaRDI portal
Publication:5174358
DOI10.1051/ps/2013040zbMath1305.62147arXiv1303.6451MaRDI QIDQ5174358
Maëlle Nodet, Alexandre Janon, Thierry Klein, Clémentine Prieur, Agnès Lagnoux
Publication date: 17 February 2015
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.6451
confidence intervals; sensitivity analysis; asymptotic normality; asymptotic efficiency; metamodelling; Sobol indices; surface response methodology
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