Title: Non-parametric Estimation of Conditional Moments for Sensitivity Analysis
Authors: RATTO MARCOPAGANO ANDREAYOUNG Peter C.
Citation: RELIABILITY ENGINEERING & SYSTEM SAFETY vol. 94 p. 237-243
Publisher: ELSEVIER SCI LTD
Publication Year: 2009
JRC N°: JRC44224
ISSN: 0951-8320
URI: http://dx.doi.org/10.1016/j.ress.2008.02.023
http://publications.jrc.ec.europa.eu/repository/handle/JRC44224
DOI: 10.1016/j.ress.2008.02.023
Type: Articles in Journals
Abstract: In this paper we deal with the non-parametric estimation of conditional moments, useful for applications in global sensitivity analysis (GSA) and in the more general emulation framework. The estimation is based on the State Dependent Parameter (SDP) modelling approach. The estimation of conditional moments of order larger than one allows to identify a wider spectrum of parameter sensitivities with respect to the variance based main effects, like shifts in the variance, skewness or kurtosis of the model output, adding valuable information for the analyst at a small computational cost.
JRC Institute:Institute for the Protection and Security of the Citizen

Files in This Item:
There are no files associated with this item.


Items in repository are protected by copyright, with all rights reserved, unless otherwise indicated.