The ordering importance measure of random variable and its estimation

DOI10.1016/J.MATCOM.2014.06.003MaRDI QIDQ2229899zbMATH OpenOpenAlexFDO

Authors Lijie Cui, Pan Wang, Weihu Wang, Zhenzhou Lü

Publication date 18 February 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2014.06.003

zbMATH Keywords

correlated variablescopula transformationimportance analysismoment-independent importance measureprobability density function evolution

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis (65-XX)

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Cites work

• scientific article; zbMATH DE number 5303747 (Why is no real title available?)
• Applications of Number Theory to Numerical Analysis
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• Manipulation and the Pareto rule
• Moment-independent importance measure of basic random variable and its probability density evolution solution
• On the Relative Importance of Input Factors in Mathematical Models
• The number theoretical method in response analysis of nonlinear stochastic structures

Cited in

(2)

• scientific article; zbMATH DE number 4191385 (Why is no real title available?)
• Generalized moment-independent importance measures based on Minkowski distance

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