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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.
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https://hal.archives-ouvertes.fr/hal-00266102
Contributor : Fabrice Gamboa <>
Submitted on : Monday, March 24, 2008 - 6:27:08 PM
Last modification on : Thursday, March 5, 2020 - 5:59:08 PM
Document(s) archivé(s) le : Thursday, May 20, 2010 - 10:21:05 PM

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

Citation

Sébastien da Veiga, Francois Wahl, Fabrice Gamboa. Local Polynomial Estimation for Sensitivity Analysis on Models With Correlated Inputs. 2008. ⟨hal-00266102⟩

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