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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Contributor : Fabrice Gamboa <>
Submitted on : Monday, March 24, 2008 - 6:27:08 PM
Last modification on : Friday, April 12, 2019 - 4:22:49 PM
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  • HAL Id : hal-00266102, version 1
  • ARXIV : 0803.3504

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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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