[HTML][HTML] Global sensitivity analysis of quantiles: New importance measure based on superquantiles and subquantiles

Z Kala - Symmetry, 2021 - mdpi.com
The article introduces quantile deviation l as a new sensitivity measure based on the
difference between superquantile and subquantile. New global sensitivity indices based on …

Sensitivity analysis of ranked data: from order statistics to quantiles

W Volk-Makarewicz, B Heidergott - Discrete Event Dynamic Systems, 2015 - Springer
In this paper we provide the mathematical theory for sensitivity analysis of order statistics of
continuous random variables, where the sensitivity is with respect to a distributional …

Quantile sensitivity estimation for dependent sequences

G Jiang, MC Fu - Journal of Applied Probability, 2016 - cambridge.org
In this paper we estimate quantile sensitivities for dependent sequences via infinitesimal
perturbation analysis, and prove asymptotic unbiasedness, weak consistency, and a central …

[PDF][PDF] Global Sensitivity Analysis of Quantiles: New Importance Measure Based on Superquantiles and Subquantiles. Symmetry 2021, 13, 263

Z Kala - 2021 - pdfs.semanticscholar.org
The article introduces quantile deviation l as a new sensitivity measure based on the
difference between superquantile and subquantile. New global sensitivity indices based on …