Global sensitivity analysis: A novel generation of mighty estimators based on rank statistics-Reference-Cited by-同舟云学术

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

Published:2022-11-01 Issue:4 Volume:28 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Gamboa Fabrice¹,Gremaud Pierre²,Klein Thierry³,Lagnoux Agnès⁴

Affiliation:

1. Institut de Mathématiques de Toulouse and ANITI; UMR5219, Université de Toulouse; CNRS, UT3, F-31062 Toulouse, France

2. Department of Mathematics, NC State University, Raleigh, North Carolina 27695, USA

3. Institut de Mathématiques de Toulouse; UMR5219, Université de Toulouse; ENAC - Ecole Nationale de l’Aviation Civile, Université de Toulouse, France

4. Institut de Mathématiques de Toulouse; UMR5219, Université de Toulouse; CNRS, UT2J, F-31058 Toulouse, France

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Reference39 articles.

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2. Boucheron, S., Lugosi, G. and Massart, P. (2013). Concentration Inequalities: A Nonasymptotic Theory of Independence. Oxford: Oxford Univ. Press. 10.1093/acprof:oso/9780199535255.001.0001

3. Antoniadis, A. (1984). Analysis of variance on function spaces. Math. Operationsforsch. Statist. Ser. Statist. 15 59–71. 10.1080/02331888408801747

4. Auddy, A., Deb, N. and Nandy, S. (2021). Exact detection thresholds for chatterjee’s correlation. ArXiv preprint. Available at arXiv:2104.15140.

5. Azadkia, M. and Chatterjee, S. (2019). A simple measure of conditional dependence. ArXiv preprint. Available at arXiv:1910.12327.

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