Asymptotic Analysis for the Variance-Based Global Sensitivity Indices

We discuss the estimation of the uncertainty and sensitivity parameters for a model response under the assumption that the input variables are normally distributed and block-wise correlated with the covariance matrix, which is small in some norm. These conditions may arise when considering the impac...

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Bibliographic Details
Main Author: Pavel M. Bokov
Format: Article
Language:English
Published: Wiley 2012-01-01
Series:Science and Technology of Nuclear Installations
Online Access:http://dx.doi.org/10.1155/2012/253045
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