Uncertainty importance measure for models with correlated normal variables
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DOI: 10.1016/j.ress.2012.11.023
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References listed on IDEAS
- Mara, Thierry A. & Tarantola, Stefano, 2012. "Variance-based sensitivity indices for models with dependent inputs," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 115-121.
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Cited by:
- Lamboni, Matieyendou & Kucherenko, Sergei, 2021. "Multivariate sensitivity analysis and derivative-based global sensitivity measures with dependent variables," Reliability Engineering and System Safety, Elsevier, vol. 212(C).
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Keywords
Uncertainty analysis; Sensitivity analysis; Importance measure; Correlated variables; Variance decomposition;All these keywords.
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