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Asymptotic normality and efficiency of two Sobol index estimators

ESAIM-PROBABILITY AND STATISTICS, (2014): 342-364

Cited: 107|Views19

Abstract

Many mathematical models involve input parameters, which are not precisely known. Global sensitivity analysis aims to identify the parameters whose uncertainty has the largest impact on the variability of a quantity of interest (output of the model). One of the statistical tools used to quantify the influence of each input variable on the...More

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thierry klein
thierry klein
agnes lagnouxrenaudie
agnes lagnouxrenaudie
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