| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7548821 | Statistics & Probability Letters | 2018 | 14 Pages |
Abstract
This paper concerns quantile oriented sensitivity analysis (qosa). We rewrite the corresponding indices using the Conditional Tail Expectation risk measure. Then, we use this new expression to built estimators of qosa indices.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Véronique Maume-Deschamps, Ibrahima Niang,