Estimation of conditional moment by moving least squares and its application for importance analysis
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 ob...
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| Veröffentlicht in: | Proceedings of the Institution of Mechanical Engineers. Part O, Journal of risk and reliability Journal of risk and reliability, 2013-12, Vol.227 (6), p.np-np |
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| container_title | Proceedings of the Institution of Mechanical Engineers. Part O, Journal of risk and reliability |
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| creator | Ruan, Wenbin Lu, Zhenzhou Wei, Pengfei |
| description | 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 Formula 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 Formula by applying it to these examples. [PUBLICATIONABSTRACT] |
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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 Formula 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 Formula by applying it to these examples. [PUBLICATIONABSTRACT]</description><identifier>ISSN: 1748-006X</identifier><language>eng</language><subject>Approximation ; Estimating ; Feasibility ; Least squares method ; Mathematical analysis ; Mechanical engineers ; Probability density functions</subject><ispartof>Proceedings of the Institution of Mechanical Engineers. 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| ispartof | Proceedings of the Institution of Mechanical Engineers. Part O, Journal of risk and reliability, 2013-12, Vol.227 (6), p.np-np |
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| subjects | Approximation Estimating Feasibility Least squares method Mathematical analysis Mechanical engineers Probability density functions |
| title | Estimation of conditional moment by moving least squares and its application for importance analysis |
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