On quantile oriented sensitivity analysis.

Authors

ELIE DIT COSAQUE Kevin
MAUME DESCHAMPS Veronique

Publication date

2021

Publication type

Other

Summary We propose to study quantile oriented sensitivity indices (QOSA indices) and quantile oriented Shapley effects (QOSE). Some theoretical properties of QOSA indices will be given and several calculations of QOSA indices and QOSE will allow to better understand the behaviour and the interest of these indices.

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Topics of the publication

Quantile Oriented Sensisitivy Analysis
Shapley effects

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