| Type de publication : |
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Preprint, Working Paper, Document sans référence, etc. |
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| Domaine : |
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| Titre : |
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Local Polynomial Estimation for Sensitivity Analysis on Models With Correlated Inputs |
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| Auteur(s) : |
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Sébastien Da Veiga ( ) 1, 2, 3, François Wahl () 1, 3, Fabrice Gamboa ( ) 2, 3 |
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| Laboratoire : |
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| Résumé : |
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Sensitivity indices when the inputs of a model are not independent are estimated by local polynomial techniques. Two original estimators based on local polynomial smoothers are proposed. Both have good theoretical properties which are exhibited and also illustrated through analytical examples. They are used to carry out a sensitivity analysis on a real case of a kinetic model with correlated parameters. |
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Langue du texte
intégral : |
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Anglais |
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| Classification : |
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6204, 62G05 |
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| Commentaire : |
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12 pages |
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