Sensitivity Analysis Based on Cramér--von Mises Distance
Sensitivity Analysis Based on Cramér--von Mises Distance
In this paper, we first study a sensitivity index that is based on higher moments and generalizes the so-called Sobol one. Further, following an idea of Borgonovo (see [Reliab. Eng. Syst. Saf., 92 (2007), pp. 771--784]), we define and study a new sensitivity index based on the Cramér--von Mises distance. …