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math.PR2015
Sensitivity analysis based on Cram{é}r von Mises distance
Fabrice Gamboa, Thierry Klein, Agnès Lagnoux
In this paper, we first study a new sensitivity index that is based on higher moments and generalizes the so-called Sobol one. Further, following an idea of Borgonovo ([3]), we def…
math.PR2015
A conditional Berry-Esseen bound and a conditional large deviation result without Laplace transform. Application to hashing with linear probing
Thierry Klein, Agnès Lagnoux, Pierre Petit
\noindent We study the asymptotic behavior of a sum of independent and identically distributed random variables conditioned by a sum of independent and identically distributed inte…