Global derivative based sensitivity method for parameter estimation
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Publication:647986
DOI10.1016/J.JFRANKLIN.2010.05.014zbMATH Open1316.62034OpenAlexW2091593012MaRDI QIDQ647986FDOQ647986
Authors: Juan-Miguel Gracia 
Publication date: 22 November 2011
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2010.05.014
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Cites Work
- Nonlinear sensitivity analysis of multiparameter model systems
- Title not available (Why is that?)
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- Extending a global sensitivity analysis technique to models with correlated parameters
- Parameter transformations for improved approximate confidence regions in nonlinear least squares
- Approximate Confidence Limits for a Parameter Function in Nonlinear Regression
- A Generalized Gauss-Newton Procedure for Multiresponse Parameter Estimation
- Title not available (Why is that?)
- The Bayesian estimation of common parameters from several responses
- A profile-based approach to parametric sensitivity in multiresponse regression models
- Parametric sensitivity: a case study comparison
Cited In (5)
- Derivative-based global sensitivity measures: general links with Sobol' indices and numerical tests
- Derivative-Based Global Sensitivity Measures and Their Link with Sobol’ Sensitivity Indices
- Derivative-Based Global Sensitivity Analysis for Models with High-Dimensional Inputs and Functional Outputs
- Parametric sensitivity: a case study comparison
- Nonlinearity, Scale, and Sensitivity for Parameter Estimation Problems
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