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Interactions and computer experiments

  • Published:2021-11-11 Issue: Volume: Page:
  • ISSN:0303-6898
  • Container-title:Scandinavian Journal of Statistics
  • language:en
  • Short-container-title:Scand J Statist

Author:

Borgonovo Emanuele1ORCID,Plischke Elmar2,Rabitti Giovanni3

Affiliation:

1. Department of Decision Sciences and Bocconi Institute for Data Science and Analytics Bocconi University Milan Italy

2. Institute of Disposal Research Clausthal University of Technology Clausthal‐Zellerfeld Germany

3. Department of Actuarial Mathematics and Statistics and Maxwell Institute for Mathematical Sciences Heriot‐Watt University Edinburgh UK

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference75 articles.

1. Interpretation of interaction: A review;Berrington de González A.;The Annals of Applied Statistics,2007

2. Sensitivity analysis with finite changes: An application to modified EOQ models;Borgonovo E.;European Journal of Operational Research,2010

3. Moment calculations for piecewise‐defined functions: An application to stochastic optimization with coherent risk measures;Borgonovo E.;The Annals of Operations Research,2010

4. Valuation of mortgage backed securities using Brownian bridges to reduce effective dimension;Caflisch R. E.;The Journal of Computational Finance,1997

Cited by 18 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Elementary effects for models with dimensional inputs of arbitrary type and range: Scaling and trajectory generation;PLOS ONE;2023-10-25

2. Acknowledgments;Tutorials in Operations Research: Advancing the Frontiers of OR/MS: From Methodologies to Applications;2023-10

3. Preface;Tutorials in Operations Research: Advancing the Frontiers of OR/MS: From Methodologies to Applications;2023-10

4. Foreword;Tutorials in Operations Research: Advancing the Frontiers of OR/MS: From Methodologies to Applications;2023-10

5. Contributing Authors;Tutorials in Operations Research: Advancing the Frontiers of OR/MS: From Methodologies to Applications;2023-10
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