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On quantile oriented sensitivity analysis

02/11/2021

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by Kevin Elie-Dit-Cosaque, et al.

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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.

Kevin Elie-Dit-Cosaque
4 publications
Véronique Maume-Deschamps
10 publications

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∙ 02/25/2021

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