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The asymptotic consistency of cross-validatory assessment and the asymptotic efficiency of cross-validatory choice is investigated both in some generality and also in the context of particular applications.
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M. Stone (Sat,) studied this question.
synapsesocial.com/papers/6a153802814bf8ec9a4e40fc — DOI: https://doi.org/10.1093/biomet/64.1.29
M. Stone
Occidental College
Biometrika
University College London
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