Non-parametric estimation of conditional moments for sensitivity analysis
Volume: 94, Issue: 2, Pages: 237 - 243
Published: Feb 1, 2009
Abstract
In this paper, we consider the non-parametric estimation of conditional moments, which is 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) estimation approach and allows for the estimation of conditional moments of order larger than unity. This allows one to identify a wider spectrum of parameter sensitivities with respect to...
Paper Details
Title
Non-parametric estimation of conditional moments for sensitivity analysis
Published Date
Feb 1, 2009
Volume
94
Issue
2
Pages
237 - 243
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