Estimation of conditional moment by moving least squares and its application for importance analysis

Wenbin Ruan, Zhenzhou Lu, Pengfei Wei

科研成果: 期刊稿件文章同行评审

3 引用 (Scopus)

摘要

Combined with advantages of moving least squares approximation, a new method for estimating higher-order conditional moment is established, which is useful for application in importance analysis and provides a supplement of the standard variance-based importance analysis. On the other hand, after obtaining the first four-order moments, the probability density function can be emulated by use of the Edgeworth expansion procedure, thereby a new method to compute the moment independent importance measure index δi proposed by Borgonovo is presented in this article. Two examples are employed to demonstrate that it is necessary to analyze higher-order conditional moment in importance analysis. At the same time, we study the feasibility of the Edgeworth expansion-based method for estimating the index δi by applying it to these examples.

源语言英语
页(从-至)641-650
页数10
期刊Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability
227
6
DOI
出版状态已出版 - 12月 2013

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