Local Polynomial Estimation for Sensitivity Analysis on Models With Correlated Inputs

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dc.creatorDa Veiga, Sébastien
dc.creatorWahl, François
dc.creatorGamboa, Fabrice
dc.date2008-03-25
dc.date.accessioned2026-07-07T12:17:51Z
dc.date.available2026-07-07T12:17:51Z
dc.descriptionSensitivity 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.
dc.description12 pages
dc.identifierhttps://arxiv.org/abs/0803.3504
dc.identifierhttp://arxiv.org/abs/0803.3504
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/212216
dc.subjectMethodology
dc.subjectStatistics Theory
dc.subject6204, 62G05
dc.titleLocal Polynomial Estimation for Sensitivity Analysis on Models With Correlated Inputs
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