Generalized Sobol sensitivity indices for dependent variables: numerical methods
From MaRDI portal
Publication:5220790
DOI10.1080/00949655.2014.960415zbMath1457.62109arXiv1303.4372MaRDI QIDQ5220790
Gaelle Chastaing, Clémentine Prieur, Fabrice Gamboa
Publication date: 27 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.4372
sensitivity analysis; greedy algorithm; dependent variables; functional decomposition; LARS; extended basis
62-08: Computational methods for problems pertaining to statistics
62G08: Nonparametric regression and quantile regression
62H99: Multivariate analysis
62J05: Linear regression; mixed models
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