A vine copula–based method for analyzing the moment-independent importance measure of the multivariate output

The moment-independent importance measure technique for exploring how uncertainty allocates from output to inputs has been widely used to help engineers estimate the degree of confidence of decision results and assess risks. Solving the Borgonovo moment-independent importance measure in the presence of the multivariate output is still a challenging problem due to “curse of dimensionality,” and it is investigated in this contribution. For easily...