Copula theory and probabilistic sensitivity analysis: Is there a connection?

Open Webpage

Elmar Plischke, Emanuele Borgonovo

Published: 01 Jan 2019, Last Modified: 20 May 2025Eur. J. Oper. Res. 2019EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: Highlights•Establishes a link between copula theory and probabilistic sensitivity analysis.•Paves the way to new estimators for global sensitivity measures.•Introduces new graphical visualization tools.•All the insights can be obtained from a Monte Carlo sample.