2 papers
stat.ME2019
Detection of similar successive groups in a model with diverging number of variable groups
Gabriela Ciuperca, Matus Maciak, Francois Wahl
In this paper, a linear model with grouped explanatory variables is considered. The idea is to perform an automatic detection of different successive groups of the unknown coeffici…
stat.ME2008
Local Polynomial Estimation for Sensitivity Analysis on Models With Correlated Inputs
Sébastien Da Veiga, François Wahl, Fabrice Gamboa
Sensitivity indices when the inputs of a model are not independent are estimated by local polynomial techniques. Two original estimators based on local polynomial smoothers are pro…