Asymptotic normality and efficiency of two Sobol index estimators

Author: Janon Alexandre   Klein Thierry   Lagnoux Agnès   Nodet Maëlle   Prieur Clémentine  

Publisher: Edp Sciences

E-ISSN: 1262-3318|18|issue|342-364

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.18, Iss.issue, 2014-10, pp. : 342-364

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Abstract