Daisuke Kurisu and Taisuke Otsu

Published 21 July 2023

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Petersen and Müller (2019) generalized the notion of regression analysis to non-Euclidean response objects. Meanwhile, in the conventional regression analysis, model averaging has long history and is widely applied in statistics literature. This paper generalizes the notion of model averaging for global Fréchet regressions and establishes an optimal property of the cross validation to select the averaging weights in terms of the final prediction error. A simulation study illustrates excellent out-of-sample predictions of the proposed method.