Non-parametric estimation of the first-order Sobol indices with bootstrap bandwidth
نویسندگان
چکیده
منابع مشابه
Higher order Sobol’ indices
Sobol’ indices measure the dependence of a high dimensional function on groups of variables defined on the unit cube [0, 1]. They are based on the ANOVA decomposition of functions, which is an L decomposition. In this paper we discuss generalizations of Sobol’ indices which yield L measures of the dependence of f on subsets of variables. Our interest is in values p > 2 because then variable imp...
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ژورنال
عنوان ژورنال: Communications in Statistics - Simulation and Computation
سال: 2019
ISSN: 0361-0918,1532-4141
DOI: 10.1080/03610918.2019.1655575