Title | ||
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Copula-based decomposition approach for the derivative-based sensitivity of variance contributions with dependent variables. |
Abstract | ||
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•Sensitivity of variance contributions with dependence are investigated.•Copula function is used to deal with the dependence.•Kernel function and copula kernel function are used to simplify computation.•The proposed sensitivity of variance contribution can be computed without additional computational cost. |
Year | DOI | Venue |
---|---|---|
2018 | 10.1016/j.ress.2017.09.012 | Reliability Engineering & System Safety |
Keywords | Field | DocType |
Variance contribution,Dependence,Copula,Kernel function,SDP | One-way analysis of variance,Variance-based sensitivity analysis,Copula (linguistics),Copula (probability theory),Variables,Statistics,Numerical analysis,Derivative (finance),Mathematics,Kernel (statistics) | Journal |
Volume | ISSN | Citations |
169 | 0951-8320 | 1 |
PageRank | References | Authors |
0.42 | 14 | 5 |
Name | Order | Citations | PageRank |
---|---|---|---|
Pan Wang | 1 | 2 | 1.45 |
Zhenzhou Lu | 2 | 2 | 2.13 |
Kaichao Zhang | 3 | 1 | 0.42 |
Sinan Xiao | 4 | 6 | 2.22 |
Zhufeng Yue | 5 | 15 | 4.40 |