Global Sensitivity Analysis of Quantiles: New Importance Measure Based on Superquantiles and Subquantiles
The article introduces quantile deviation <i>l</i> as a new sensitivity measure based on the difference between superquantile and subquantile. New global sensitivity indices based on the square of <i>l</i> are presented. The proposed sensitivity indices are compared with quan...
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| Format: | Article |
| Language: | English |
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MDPI AG
2021-02-01
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| Series: | Symmetry |
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| Online Access: | https://www.mdpi.com/2073-8994/13/2/263 |