Estimation of quantile oriented sensitivity indices.

Authors

MAUME DESCHAMPS Veronique
NIANG Ibrahima

Publication date

2018

Publication type

Journal Article

Summary The paper concerns quantile oriented sensitivity analysis. We rewrite the corresponding indices using the Conditional Tail Expectation risk measure. Then, we use this new expression to built estimators.

Publisher

Elsevier BV

See the publication

Topics of the publication

Sensitivity analisys
Quantile oriented indices
...

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