On quantile oriented sensitivity analysis
Methodology
2021-02-12 v1 Probability
Abstract
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.
Cite
@article{arxiv.2102.05895,
title = {On quantile oriented sensitivity analysis},
author = {Kevin Elie-Dit-Cosaque and Véronique Maume-Deschamps},
journal= {arXiv preprint arXiv:2102.05895},
year = {2021}
}