Efficiency of the averaged rank-based estimator for first order Sobol index inference

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Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics

F Gamboa, P Gremaud, T Klein, A Lagnoux - Bernoulli, 2022 - projecteuclid.org
We propose a new statistical estimation framework for a large family of global sensitivity
analysis indices. Our approach is based on rank statistics and uses an empirical correlation …
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Efficient influence functions for Sobol'indices under two designs of experiments

T Klein, A Lagnoux, P Rochet, TMN Nguyen - arxiv preprint arxiv …, 2024 - arxiv.org
arxiv:2407.15468v1 [math.ST] 22 Jul 2024 Efficient influence functions for Sobol’ indices under
two designs of experiments Page 1 arxiv:2407.15468v1 [math.ST] 22 Jul 2024 Efficient …
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Erratum for Global Sensitivity Analysis: a novel generation of mighty estimators based on rank statistics

F Gamboa, T Klein, A Lagnoux, P Rochet - 2023 - hal.science
Erratum for Global Sensitivity Analysis: a novel generation of mighty estimators based on rank
statistics Page 1 HAL Id: hal-04125285 https://hal.science/hal-04125285 Preprint submitted on …
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