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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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

  • YU Dalei1 ,RAO Weidong1 ,YIN Xiaoxiao2
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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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