Open Access
Volume 23, 2019
Page(s) 387 - 408
Published online 28 June 2019
  1. R.J. Beckman and M.D. McKay, Monte Carlo estimation under different distributions using the same simulation. Technometrics 29 (1987) 153–160. [Google Scholar]
  2. E. Borgonovo, Measuring uncertainty importance: investigation and comparison of alternative approaches. Risk Anal. 26 (2006) 1349–1361. [CrossRef] [PubMed] [Google Scholar]
  3. E. Borgonovo, A new uncertainty importance measure. Reliab. Eng. Syst. Saf. 92 (2007) 771–784. [CrossRef] [Google Scholar]
  4. E. Borgonovo and L. Peccati, On the Quantification and Decomposition of Uncertainty, Vol. 41. Springer (2007). [Google Scholar]
  5. M. Brigo and F. Mercurio, Interest Rate Models – Theory and Practice. Springer (2006). [Google Scholar]
  6. G.T. Buzzard and D. Xiu, Variance-based global sensitivity analysis via sparse-grid interpolation and cubature. Commun. Comput. Phys. 9 (2011) 542–567. [Google Scholar]
  7. P. Carr and D. Madan, Option valuation using the fast Fourier transform. J. Comput. Finance 2 (1999) 61–73. [CrossRef] [Google Scholar]
  8. M. Denuit, J. Dhaene, M. Goovaerts and R. Kaas, Actuarial Theory for Dependent Risks: Measures, Orders and Models. Wiley (2005). [CrossRef] [Google Scholar]
  9. E. Fagiuoli, F. Pellerey and M. Shaked, A characterization of the dilation order and its applications. Stat. Pap. 40 (1999) 393–406. [CrossRef] [Google Scholar]
  10. S.L. Heston, A closed-form solution for options with stochastic volatility with applications to bond and currency options. Rev. Financ. Stud. 6 (1993) 327–343. [Google Scholar]
  11. B. Iooss, F. Van Dorpe and N. Devictor, Response surfaces and sensitivity analyses for an environmental model of dose calculations. Reliab. Eng. Syst. Saf. 91 (2006) 1241–1251. [CrossRef] [Google Scholar]
  12. A. Janon, Analyse de sensibilité et réduction de dimension. Application à l’océanographie. Ph.D. thesis, Université de Grenoble (2012). [Google Scholar]
  13. S. Kochar, X. Li and M. Shaked, The total time on test transform and the excess wealth stochastic orders of distributions. Adv. Appl. Probab. 34 (2002) 826–845. [Google Scholar]
  14. F.Y. Kuo, I.H. Sloan, G.W. Wasilkowski and H. Wozniakowski, On decompositions of multivariate functions. Math. Comput. 79 (2010) 953–966. [Google Scholar]
  15. P. Lemaître, E. Sergienko, A. Arnaud, N. Bousquet, F. Gamboa and B. Iooss, Density modification-based reliability sensitivity analysis. J. Stat. Comput. Simul. 85 (2015) 1200–1223. [Google Scholar]
  16. T.A. Mara and S. Tarantola, Variance-based sensitivity indices for models with dependent inputs. Reliab. Eng. Syst. Saf. 107 (2012) 115–121. [CrossRef] [Google Scholar]
  17. A. Müller and D. Stoyan, Comparison Methods for Stochastic Models and Risks. Wiley (2002). [Google Scholar]
  18. A.B. Owen, Sobol’indices and shapley value. SIAM/ASA J. Uncertain. Quantif. 2 (2014) 245–251. [Google Scholar]
  19. F. Pappenberger, K. Beven, M. Ratto and P. Matgen, Multi-method global sensitivity analysis of flood inundation models. Adv. Water Resour. 31 (2008) 1–14. [Google Scholar]
  20. M. Rodriguez-Fernandez, J.R. Banga and F.J. Doyle, Novel global sensitivity analysis methodology accounting for the crucial role of the distribution of input parameters: application to systems biology models. Int. J. Robust Nonlinear Control 22 (2012) 1082–1102. [CrossRef] [Google Scholar]
  21. A. Saltelli, M. Ratto, T. Andres, F. Campolongo, J. Cariboni, D. Gatelli, M. Saisana and S. Tarantola, Global Sensitivity Analysis: The Primer. Wiley (2008). [Google Scholar]
  22. M. Shaked and J.G. Shanthikumar, Two variability orders. Probab. Eng. Inf. Sci. 12 (1998) 1–23. [Google Scholar]
  23. M. Shaked and J.G. Shanthikumar, Stochastic Orders. Springer (2007). [CrossRef] [Google Scholar]
  24. M. Shaked, M.A. Sordo and A. Suarez-Llorens, A class of location-independent variability orders, with applications. J. Appl. Probab. 47 (2010) 407–425. [Google Scholar]
  25. I.M. Sobol, Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates. Math. Comput. Simul. 55 (2001) 271–280. [Google Scholar]
  26. A.W. van der Vaart, Asymptotic Statistics. Vol. 3 of Cambridge Series in Statistical and Probabilistic Mathematics. Cambridge University Press, Cambridge (1998). [Google Scholar]
  27. H. Varella, M. Guérif and S. Buis, Global sensitivity analysis measures the quality of parameter estimation: the case of soil parameters and a crop model. Environ. Model. Softw. 25 (2010) 310–319. [Google Scholar]
  28. E. Volkova, B. Iooss and F. Van Dorpe, Global sensitivity analysis for a numerical model of radionuclide migration from the RRC “Kurchatov Institute” radwaste disposal site. Stoch. Environ. Res. Risk Assess. 22 (2008) 17–31. [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.