Efficient influence functions for Sobol' indices under two designs of experiments
Résumé
In this note, we are interested in the asymptotic efficiency of Sobol’ indices esti-
mators. After recalling the basis of asymptotic efficiency, we compute the efficient
influence functions for Sobol’ indices in two different contexts: the Pick-Freeze and
the given-data settings.
Domaines
Statistiques [math.ST]| Origine | Fichiers produits par l'(les) auteur(s) |
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