Generalized Hoeffding-Sobol decomposition for dependent variables - application to sensitivity analysis

Title
Generalized Hoeffding-Sobol decomposition for dependent variables - application to sensitivity analysis
Authors
Keywords
-
Journal
Electronic Journal of Statistics
Volume 6, Issue -, Pages 2420-2448
Publisher
Institute of Mathematical Statistics
Online
2012-12-21
DOI
10.1214/12-ejs749

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