A distribution-free approach to inducing rank correlation among input variables

Keywords

Rank (graph theory), Monte Carlo method, Marginal distribution, Random variable, Correlation

References

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• Small sample sensitivity analysis techniques for computer models.with an application to risk assessmentRonald L. Iman, W. J. Conover — 1980

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• A comparison of uncertainty analysis methods using a groundwater flow modelP.G. Doctor, Elizabeth A. Jacobson, J.A. Buchanan — 1988
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• A user`s guide to LHS: Sandia`s Latin Hypercube Sampling SoftwareGregory Dane Wyss, K.H. Jorgensen — 1998
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