Title
Copula-based decomposition approach for the derivative-based sensitivity of variance contributions with dependent variables.
Abstract
•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 Wang121.45
Zhenzhou Lu222.13
Kaichao Zhang310.42
Sinan Xiao462.22
Zhufeng Yue5154.40