Sobol’, I.M.; Kucherenko, S. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 10, pp. 3009-3017
A model function f(x1,…,xn) defined in the unit hypercube Hn with Lebesque measure dx=dx1…dxn is considered. If the function is square integrable, global sensitivity indices provide adequate estimates for the influence of individual factors xi or groups of such factors. Alternative...