Optimal Model Averaging Estimator in Ridge Regression Based on Generalized Cross Validation

YU Dalei， RAO Weidong，YIN Xiaoxiao

Journal of Systems Science and Mathematical Sciences ›› 2018, Vol. 38 ›› Issue (6) : 652-661.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2018, Vol. 38 ›› Issue (6) : 652-661. DOI: 10.12341/jssms13408

Optimal Model Averaging Estimator in Ridge Regression Based on Generalized Cross Validation

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2018, 38(6): 652-661 https://doi.org/10.12341/jssms13408

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