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Paper detail

On quantile oriented sensitivity analysis

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.

preprint2021arXivOpen access
Kevin Elie-Dit-CosaqueVéronique Maume-Deschamps
Methodologymath.PR
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Kevin Elie-Dit-CosaqueVéronique Maume-Deschamps

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