Asymptotic normality and efficiency of two Sobol index estimators
نویسندگان
چکیده
منابع مشابه
Asymptotic Normality and Efficiency of Two Sobol Index Estimators
Introduction 1 1. Definition and estimation of Sobol indices 2 1.1. Exact model 2 1.2. Estimation of S 3 2. Asymptotic properties: exact model 4 2.1. Consistency and asymptotic normality 4 2.2. Asymptotic efficiency 6 3. Asymptotic properties: metamodel 8 3.1. Metamodel-based estimation 8 3.2. Consistency and asymptotic normality 8 3.3. Asymptotic efficiency 11 4. Numerical illustrations 12 4.1...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2014
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2013040