SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Estimation of high-order moment-independent importance measures for Shapley value analysis
16 references·1 citing·37 second hop
Estimation of high-order moment-independent importance measures for Shapley value analysis (2020)Estimation of high-order moment-independe…Sensitivity analysis: A review of recent advances (2015)Sensitivity analysis: A revie…A Review on Global Sensitivity Analysis Methods (2015)A Review on Global Sensitivit…Selecting and estimating regular vine copulae and application to financial returns (2012)Selecting and estimating regu…A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models (2012)A combined Importance Samplin…AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation (2011)AK-MCS: An active learning re…Copula Theory and Its Applications (2010)Copula Theory and Its Applica…Pair-copula constructions of multiple dependence (2007)Pair-copula constructions of …Goodness-of-fit tests for copulas: A review and a power study (2007)Goodness-of-fit tests for cop…Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Everything You Always Wanted …Uncertainty Analysis with High Dimensional Dependence Modelling (2006)Uncertainty Analysis with Hig…A new uncertainty importance measure (2006)A new uncertainty importance …Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters (1996)Families of $m$-variate distr…Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Statistical Inference Procedu…A value for n -person games (1988)A value for n -person gamesStructural Reliability under Incomplete Probability Information (1986)Structural Reliability under …17. A Value for n-Person Games (1953)17. A Value for n-Person GamesSimultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures (2020)Simultaneous estimation of co…Design and Analysis of Computer Experiments (1989)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Global Sensitivity Analysis. The Primer (2007)Random forests for global sensitivity analysis: A selective review (2020)The Future of Sensitivity Analysis: An essential discipline for systems modeling and policy support (2020)A Survey on High-dimensional Gaussian Process Modeling with Application to Bayesian Optimization (2022)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)A review of copula models for economic time series (2012)Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)Factorial Sampling Plans for Preliminary Computational Experiments (1991)Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates (2001)A simple and efficient method for global sensitivity analysis based on cumulative distribution functions (2015)Variable importance analysis: A comprehensive review (2015)Stochastic Finite Elements: A Spectral Approach (1991)Structural Reliability Methods (1996)Kriging metamodeling in simulation: A review (2007)Metamodel-based importance sampling for structural reliability analysis (2013)LIF: A new Kriging based learning function and its application to structural reliability analysis (2016)An Introduction to Copulas (1999)Copula Methods in Finance (2004)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Risk, Ambiguity, and the Savage Axioms (1961)The Price of Robustness (2004)Risk assessment and risk management: Review of recent advances on their foundation (2015)Sensitivity analysis of environmental models: A systematic review with practical workflow (2016)Cores of convex games (1971)Graphs and Cooperation in Games (1977)Property Rights and the Nature of the Firm (1990)Understanding Relationships Using Copulas (1998)Modelling Dependence with Copulas and Applications to Risk Management (2003)Game theoretic analysis of a bankruptcy problem from the Talmud (1985)Monotonic solutions of cooperative games (1985)Decomposition procedures for distributional analysis: a unified framework based on the Shapley value (2012)
this work references cited by second hop

References

  • 195317. A Value for n-Person Games6,944 cited
  • 1988A value for n -person games4,956 cited
  • 2007Pair-copula constructions of multiple dependence2,055 cited
  • 2011AK-MCS: An active learning reliability method combining Kriging and Monte Carlo Simulation2,048 cited
  • 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,622 cited
  • 2007Goodness-of-fit tests for copulas: A review and a power study1,321 cited
  • 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
  • 2015Sensitivity analysis: A review of recent advances1,172 cited
  • 2015A Review on Global Sensitivity Analysis Methods1,113 cited
  • 2006A new uncertainty importance measure1,030 cited
  • 1986Structural Reliability under Incomplete Probability Information853 cited
  • 1996Families of $m$-variate distributions with given margins and $m(m-1)/2$ bivariate dependence parameters777 cited
  • 2012Selecting and estimating regular vine copulae and application to financial returns743 cited
  • 2012A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models692 cited
  • 2010Copula Theory and Its Applications

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

669 cited
  • 2006Uncertainty Analysis with High Dimensional Dependence Modelling665 cited
  • Cited by

    • 2020Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures7 cited