16 citations · 63 across the 21 of their papers we have counts for
Showing stat.MEShow all
3 papers · 1 filter
stat.ME2026
Global Sensitivity Analysis: a novel generation of mighty estimators based on rank statistics
Fabrice Gamboa, Pierre Gremaud, Thierry Klein +1
We propose a new statistical estimation framework for a large family of global sensitivity analysis indices. Our approach is based on rank statistics and uses an empirical correlat…
stat.ME2013★ 6 cited
Geodesic PCA in the Wasserstein space
Jérémie Bigot, Raúl Gouet, Thierry Klein +1
We introduce the method of Geodesic Principal Component Analysis (GPCA) on the space of probability measures on the line, with finite second moment, endowed with the Wasserstein me…
stat.ME2013★ 3 cited
New sensitivity analysis subordinated to a contrast
Jean-Claude Fort, Thierry Klein, Nabil Rachdi
In a model of the form where the goal is to estimate a parameter of the probability distribution of , we define new sensitivity indices which quantify the…