A nonparametric importance sampling estimator for moment independent importance measures

Derennes, P; Morio, J; Simatos, F

Derennes, P (reprint author), ONERA French Aerosp Lab, BP 74025, F-31055 Toulouse, France.

RELIABILITY ENGINEERING & SYSTEM SAFETY, 2019; 187 (): 3

Abstract

Moment independent importance measures have been proposed by Borgonovo [1] in order to alleviate some of the drawbacks of variance-based sensibility i......

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