Global sensitivity analysis with dependence measures
نویسندگان
چکیده
منابع مشابه
Global Sensitivity Analysis with Dependence Measures
Global sensitivity analysis with variance-based measures suffers from several theoretical and practical limitations, since they focus only on the variance of the output and handle multivariate variables in a limited way. In this paper, we introduce a new class of sensitivity indices based on dependence measures which overcomes these insufficiencies. Our approach originates from the idea to comp...
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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 2014
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949655.2014.945932