Efficient data integration under prior probability shift
From MaRDI portal
Cites work
- ``Smooth test for goodness of fit.
- A modern maximum-likelihood theory for high-dimensional logistic regression
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Adjusting the outputs of a classifier to new a priori probabilities: A simple procedure
- Efficient estimation in conditional single-index regression
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Maximum Likelihood Estimation in the Proportional Odds Model
- On Profile Likelihood
- On the adaptive elastic net with a diverging number of parameters
- Regularization and Variable Selection Via the Elastic Net
- Shrinkage tuning parameter selection with a diverging number of parameters
- Sliced Inverse Regression for Dimension Reduction
- Smooth Tests of Goodness of Fit: An Overview
- Statistical testing under distributional shifts
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
This page was built for publication: Efficient data integration under prior probability shift
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6905314)