Estimation of the Sobol indices in a linear functional multidimensional model

We consider a functional linear model where the explicative variables are known stochastic processes taking values in a Hilbert space, the main example is given by Gaussian processes in L²([0,1])${\mathbb{L}}^2([0,1])$. We propose estimators of the Sobol indices in this functional linear model. Our estimators are based on U-statistics. We prove the asymptotic normality and the efficiency of our estimators and we compare them from a theoretical and practical point of view with classical estimators of Sobol indices.