A review on global sensitivity analysis methods. C. Meloni & G. Dellino. Uncertainty management in Simulation- Optimization of Complex Systems: Algorithms and Applications, 2015. ,
DOI : 10.1007/978-1-4899-7547-8_5
URL : https://hal.archives-ouvertes.fr/hal-00975701
Density modification-based reliability sensitivity analysis, Journal of Statistical Computation and Simulation, vol.22, issue.3, pp.1200-1223, 2015. ,
DOI : 10.1139/L10-056
URL : https://hal.archives-ouvertes.fr/hal-00737978
Perturbed-Law based sensitivity Indices for sensitivity analysis in structural reliability, Proceedings of the Sensitivity Analysis of Model Output 8th International Conference, 2016. ,
Sensitivity analysis in structural reliability, 2014. ,
Approximation Theorems of Mathematical Statistics, 1980. ,
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk, Operations Research Letters, vol.38, issue.4, pp.246-251, 2010. ,
DOI : 10.1016/j.orl.2010.02.007
Importance sampling for Monte Carlo estimation of quantiles, Proceedings of the Second International Workshop on Mathematical Methods in Stochastic Simulation and Experimental Design, pp.180-185, 1996. ,
Asymptotic Normality of the Kernel Quantile Estimator, The Annals of Statistics, vol.13, issue.1, pp.428-433, 1985. ,
DOI : 10.1214/aos/1176346605