Local Polynomial Estimation for Sensitivity Analysis on Models With Correlated Inputs

Abstract : 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.
Type de document :
Pré-publication, Document de travail
12 pages. 2008
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https://hal.archives-ouvertes.fr/hal-00266102
Contributeur : Fabrice Gamboa <>
Soumis le : lundi 24 mars 2008 - 18:27:08
Dernière modification le : mercredi 12 décembre 2018 - 15:30:04
Document(s) archivé(s) le : jeudi 20 mai 2010 - 22:21:05

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  • HAL Id : hal-00266102, version 1
  • ARXIV : 0803.3504

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Sébastien Da Veiga, François Wahl, Fabrice Gamboa. Local Polynomial Estimation for Sensitivity Analysis on Models With Correlated Inputs. 12 pages. 2008. 〈hal-00266102〉

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