On quantile oriented sensitivity analysis

11 Feb 2021  ·  Kevin Elie-Dit-Cosaque, Véronique Maume-Deschamps ·

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.

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