IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/bcf947da-25e3-431d-a1f6-6f2f388b48ee.html
   My bibliography  Save this paper

Sensitivity analysis and related analysis : A survey of statistical techniques

Author

Listed:
  • Kleijnen, J.P.C.

    (Tilburg University, School of Economics and Management)

Abstract

No abstract is available for this item.

Suggested Citation

  • Kleijnen, J.P.C., 1995. "Sensitivity analysis and related analysis : A survey of statistical techniques," Other publications TiSEM bcf947da-25e3-431d-a1f6-6, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:bcf947da-25e3-431d-a1f6-6f2f388b48ee
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/522192/706.pdf
    Download Restriction: no
    ---><---

    Other versions of this item:

    References listed on IDEAS

    as
    1. Kleijnen, J.P.C., 1995. "Sensitivity analysis and optimization of system dynamics models : Regression analysis and statistical design of experiments," Other publications TiSEM 87ee6ee0-592c-4204-ac50-6, Tilburg University, School of Economics and Management.
    2. William E. Balson & Justin L. Welsh & Donald S. Wilson, 1992. "Using Decision Analysis and Risk Analysis to Manage Utility Environmental Risk," Interfaces, INFORMS, vol. 22(6), pages 126-139, December.
    3. Kleijnen, J.P.C. & van Ham, G. & Rotmans, J., 1990. "Techniques for sensitivity analysis of simulation models : A case study of the CO2 greenhouse effect," Research Memorandum 448, Tilburg University, School of Economics and Management.
    4. Saltelli, A. & Homma, T., 1992. "Sensitivity analysis for model output : Performance of black box techniques on three international benchmark exercises," Computational Statistics & Data Analysis, Elsevier, vol. 13(1), pages 73-94, January.
    5. Steve Bankes, 1993. "Exploratory Modeling for Policy Analysis," Operations Research, INFORMS, vol. 41(3), pages 435-449, June.
    6. Birge, John R. & Rosa, Charles H., 1995. "Modeling investment uncertainty in the costs of global CO2 emission policy," European Journal of Operational Research, Elsevier, vol. 83(3), pages 466-488, June.
    7. F. V. Krumm & C. F. Rolle, 1992. "Management and Application of Decision and Risk Analysis in Du Pont," Interfaces, INFORMS, vol. 22(6), pages 84-93, December.
    8. van Groenendaal, W.J.H., 1994. "Investment analysis and decision support for gas transmission on Java," Other publications TiSEM ada5b6e7-0462-411e-9a8c-1, Tilburg University, School of Economics and Management.
    9. Kurt J. Engemann & Holmes E. Miller, 1992. "Operations Risk Management at a Major Bank," Interfaces, INFORMS, vol. 22(6), pages 140-149, December.
    10. J. E. Jacoby & S. Harrison, 1962. "Multi‐variable experimentation and simulation models," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 9(2), pages 121-136, June.
    11. Saltelli, A. & Andres, T. H. & Homma, T., 1993. "Sensitivity analysis of model output : An investigation of new techniques," Computational Statistics & Data Analysis, Elsevier, vol. 15(2), pages 211-238, February.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Matteo Richiardi & Roberto Leombruni & Nicole J. Saam & Michele Sonnessa, 2006. "A Common Protocol for Agent-Based Social Simulation," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 9(1), pages 1-15.
    2. Ives, M.C. & Scandol, J.P. & Greenville, J., 2013. "A bio-economic management strategy evaluation for a multi-species, multi-fleet fishery facing a world of uncertainty," Ecological Modelling, Elsevier, vol. 256(C), pages 69-84.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Donald L. Keefer & Craig W. Kirkwood & James L. Corner, 2004. "Perspective on Decision Analysis Applications, 1990–2001," Decision Analysis, INFORMS, vol. 1(1), pages 4-22, March.
    2. Kenneth Chelst, 1998. "Can't See the Forest Because of the Decision Trees: A Critique of Decision Analysis in Survey Texts," Interfaces, INFORMS, vol. 28(2), pages 80-98, April.
    3. Kleijnen, Jack P. C. & Gaury, Eric, 2003. "Short-term robustness of production management systems: A case study," European Journal of Operational Research, Elsevier, vol. 148(2), pages 452-465, July.
    4. Kleijnen, Jack P. C., 1995. "Verification and validation of simulation models," European Journal of Operational Research, Elsevier, vol. 82(1), pages 145-162, April.
    5. Bettonvil, B.W.M. & Kleijnen, J.P.C., 1991. "Identifying the important factors in simulation models with many factors," Research Memorandum FEW 498, Tilburg University, School of Economics and Management.
    6. Saltelli, Andrea & Bolado, Ricardo, 1998. "An alternative way to compute Fourier amplitude sensitivity test (FAST)," Computational Statistics & Data Analysis, Elsevier, vol. 26(4), pages 445-460, February.
    7. Kimberly M. Thompson, 2002. "Variability and Uncertainty Meet Risk Management and Risk Communication," Risk Analysis, John Wiley & Sons, vol. 22(3), pages 647-654, June.
    8. Saltelli, A. & Andres, T. H. & Homma, T., 1995. "Sensitivity analysis of model output. Performance of the iterated fractional factorial design method," Computational Statistics & Data Analysis, Elsevier, vol. 20(4), pages 387-407, October.
    9. Oliva, Rogelio, 2003. "Model calibration as a testing strategy for system dynamics models," European Journal of Operational Research, Elsevier, vol. 151(3), pages 552-568, December.
    10. Kleijnen, J.P.C., 1995. "Statistical validation of simulation models : A case study," Other publications TiSEM 4da192cf-c3f4-40a4-aea4-5, Tilburg University, School of Economics and Management.
    11. Guido A Veldhuis & Nico M de Reus & Bas MJ Keijser, 2020. "Concept development for comprehensive operations support with modeling and simulation," The Journal of Defense Modeling and Simulation, , vol. 17(1), pages 99-116, January.
    12. J. C. Helton & F. J. Davis, 2002. "Illustration of Sampling‐Based Methods for Uncertainty and Sensitivity Analysis," Risk Analysis, John Wiley & Sons, vol. 22(3), pages 591-622, June.
    13. Lempert Robert J., 2014. "Embedding (some) benefit-cost concepts into decision support processes with deep uncertainty," Journal of Benefit-Cost Analysis, De Gruyter, vol. 5(3), pages 487-514, December.
    14. Becker William & Paruolo Paolo & Saltelli Andrea, 2021. "Variable Selection in Regression Models Using Global Sensitivity Analysis," Journal of Time Series Econometrics, De Gruyter, vol. 13(2), pages 187-233, July.
    15. Erik Pruyt & Jan H. Kwakkel, 2014. "Radicalization under deep uncertainty: a multi-model exploration of activism, extremism, and terrorism," System Dynamics Review, System Dynamics Society, vol. 30(1-2), pages 1-28, January.
    16. Puppo, L. & Pedroni, N. & Maio, F. Di & Bersano, A. & Bertani, C. & Zio, E., 2021. "A Framework based on Finite Mixture Models and Adaptive Kriging for Characterizing Non-Smooth and Multimodal Failure Regions in a Nuclear Passive Safety System," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    17. Jan H. Kwakkel & Erik Pruyt, 2015. "Using System Dynamics for Grand Challenges: The ESDMA Approach," Systems Research and Behavioral Science, Wiley Blackwell, vol. 32(3), pages 358-375, May.
    18. Bettonvil, B.W.M., 1989. "Sequential bifurcation : The design of a factor screening method," Other publications TiSEM fdb2fe2b-eb4a-49e3-abe1-d, Tilburg University, School of Economics and Management.
    19. Evelina Trutnevyte & Céline Guivarch & Robert Lempert & Neil Strachan, 2016. "Reinvigorating the scenario technique to expand uncertainty consideration," Climatic Change, Springer, vol. 135(3), pages 373-379, April.
    20. Jan Kwakkel & Willem Auping, 2021. "Reaction: A commentary on Lustick and Tetlock (2021)," Futures & Foresight Science, John Wiley & Sons, vol. 3(2), June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:bcf947da-25e3-431d-a1f6-6f2f388b48ee. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.