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Sensitivity indices for multivariate outputs |
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| Authors: | Fabrice Gamboa Alexandre Janon Thierry Klein Agnès Lagnoux |
| Institution: | 1. Institut mathématique de Toulouse, 118, route de Narbonne, 31062 Toulouse cedex, France;2. Laboratoire SAF, ISFA Université Lyon-1, 50, avenue Tony-Garnier, 69007 Lyon, France |
| Abstract: | We define and study a generalization of Sobol sensitivity indices for the case of a vector output. |
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