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stat.AP2013
Sensitivity analysis for multidimensional and functional outputs
Fabrice Gamboa, Alexandre Janon, Thierry Klein +1
Let be random objects (the inputs), defined on some probability space and valued in some measurable space $E=E_1\times\ldots…
stat.AP2013
Sensitivity indices for multivariate outputs
Fabrice Gamboa, Alexandre Janon, Thierry Klein +1
We define and study a generalization of Sobol sensitivity indices for the case of a vector output.