On quantile oriented sensitivity analysis

Published 11 Feb 2021 in stat.ME and math.PR | (2102.05895v1)

Abstract: 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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