|
Ӧ�ø���ͳ�� 2013, 29(6) 570-580 DOI:
ISSN: 1001-4268 CN: 31-1256 |
|
|
|
|
����Ŀ¼ |
����Ŀ¼ |
������� |
������
[��ӡ��ҳ]
[�ر�] |
|
ѧ������ |
|
����ANOVA��άģ�͵�������Ƶ������� |
|
|
��ѩƽ, �ֽ��, ������ |
|
|
���ϴ�ѧ��ѧϵ, ������ѧԺ��ѧϵ, ����ƾ���ѧͳ��ѧԺ |
|
|
ժҪ��
ȫ��������ָ����ȫ�������Է�����ռ����Ҫ�ĵ�λ,
Wang��(2012)֤������������ڹ��Ʋ��� ʱ����A����,
������֤����������ڹ��Ʋ���ʱ��һЩ������������,
�������Ʋ��� ��E���ź��Ʋ��� ��һ��������.
��ģ����֤��, ���������������������������һ���������,
���õ��˽Ϻõ�����, �������ƫ�������˾���. |
|
|
�ؼ�����
������
E����
һ������
�������.
|
|
|
Optimal Properties of Orthogonal Arrays Based on ANOVA High-Dimensional Model Representation |
|
|
Chen Xueping, Lin Jinguan, Wang Xiaodi |
|
|
Department of Mathematics, Southeast University; Department of Mathematics, Jiangsu University of Technology; School of Statistics, Central University of Finance and Economics |
|
|
Abstract:
Global sensitivity indices play important
roles in global sensitivity analysis based on ANOVA high-dimensional
representation, Wang et al. (2012) showed that orthogonal arrays
are A-optimality designs for the estimation of parameter ,
the definition of which can be seen in Section 2. This paper
presented several other optimal properties of orthogonal arrays
under ANOVA high-dimensional representation, including E-optimality
for the estimation of and universal optimality for the
estimation of , where is the independent
parameters of . Simulation study showed that randomized
orthogonal arrays have less biased and more precise in estimating
the confidence intervals comparing with other methods. |
|
|
Keywords:
|
|
|
�ո����� ������ ����淢������ |
|
|
DOI: |
|
|
������Ŀ:
|
|
|
ͨѶ����: ��ѩƽ |
|
|
�����: |
|
����Email: |
|
|
�ο����ף� |
|
������������� |
|
Copyright by Ӧ�ø���ͳ�� |