Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
@article{Racine2000ConsistentCM, title={Consistent cross-validatory model-selection for dependent data: hv-block cross-validation}, author={Jeffrey S. Racine}, journal={Journal of Econometrics}, year={2000}, volume={99}, pages={39-61} }
169 Citations
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hv-Block Cross Validation is not a BIBD: a Note on the Paper by Jeff Racine (2000)
- Computer ScienceArXiv
- 2019
This note demonstrates that this is not the case, and thus the theoretical consistency of $hv$-block remains an open question, and provides a Python program counting the number of occurrences of each sample and each pair of samples.
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