Multivariate sensitivity analysis: Minimum variance unbiased estimators of the first-order and total-effect covariance matrices.
Matieyendou LamboniPublished in: Reliab. Eng. Syst. Saf. (2019)
Keyphrases
- sensitivity analysis
- covariance matrices
- minimum variance
- multivariate normal
- covariance matrix
- managerial insights
- maximum likelihood
- distance measure
- gaussian mixture model
- vector space
- gaussian distribution
- linear prediction
- unbiased estimator
- portfolio optimization
- feature vectors
- gaussian mixture
- linear classifiers
- low variance
- statistical tests
- machine learning
- pattern recognition
- computer vision