A new dependence measure for importance analysis: Application to an environmental model

This paper presents a new dependence measure for importance analysis based on multivariate probability integral transformation (MPIT), which can assess the effect of an individual input, or a group of inputs on the whole uncertainty of model output. The mathematical properties of the new measure are derived and discussed. The nonparametric method for estimating the new measure is presented. The effectiveness of the new measure is compared with...