Moment Independent Importance Measures: New Results and Analytical Test Cases

Risk Analysis

Volumn 31, Issue 3, 2011, Pages 404-428

  Borgonovo, Emanuele ^a   Castaings, William ^b,c   Tarantola, Stefano ^d  

^a BOCCONI UNIVERSITY   (Italy)

^b UNIVERSITÉ DE TOULOUSE   (France)

^c UNIVERSITÉ DE SAVOIE   (France)

^d JOINT RESEARCH CENTRE   (Italy)

Author keywords

Density function distance; Global sensitivity analysis; Importance measures; Moment independent sensitivity analysis; Uncertainty analysis

Indexed keywords

ANALYTICAL TESTS; DENSITY FUNCTIONS; GLOBAL SENSITIVITY ANALYSIS; IMPORTANCE MEASURE; MODEL INPUTS; MODEL OUTPUTS; MOMENT INDEPENDENT SENSITIVITY ANALYSIS; NEW RESULTS; NUMERICAL EXPERIMENTS; NUMERICAL STRATEGIES; SAMPLE SIZES; TEST CASE;

CONVERGENCE OF NUMERICAL METHODS; MODEL STRUCTURES; SENSITIVITY ANALYSIS;

UNCERTAINTY ANALYSIS;

ANALYTICAL METHOD; BENCHMARKING; EXPERIMENTAL STUDY; NUMERICAL MODEL; SENSITIVITY ANALYSIS; UNCERTAINTY ANALYSIS;

EID: 79952377433     PISSN: 02724332     EISSN: 15396924     Source Type: Journal    
DOI: 10.1111/j.1539-6924.2010.01519.x     Document Type: Article

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