Local Polynomial Estimation for Sensitivity Analysis on Models With Correlated Inputs
نویسندگان
چکیده
منابع مشابه
Local Polynomial Estimation for Sensitivity Analysis on Models With Correlated Inputs
Sensitivity indexes when the inputs of a model are not independent are derived from local polynomial techniques. Two original estimators based on local polynomial smoothers are proposed. Both have good theoretical properties, which are illustrated through analytical examples. Comparison with the Bayesian approach developed by Oakley and O’Hagan (2004) is also performed. The two proposed estimat...
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ژورنال
عنوان ژورنال: Technometrics
سال: 2009
ISSN: 0040-1706,1537-2723
DOI: 10.1198/tech.2009.08124