Title: Sensitivity analysis using perturbed-law based indices for quantiles and application to an industrial case,
Abstract: In this paper, we present perturbed law-based sensitivity indices and how to
adapt them for quantile-oriented sensitivity analysis. We exhibit a simple way
to compute these indices in practice using an importance sampling estimator for
quantiles. Some useful asymptotic results about this estimator are also
provided. Finally, we apply this method to the study of a numerical model which
simulates the behaviour of a component in a hydraulic system in case of severe
transient solicitations. The sensitivity analysis is used to assess the impact
of epistemic uncertainties about some physical parameters on the output of the
model.