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$hv$-Block Cross Validation is not a BIBD: a Note on the Paper by Jeff Racine (2000)
- Publication Year :
- 2019
-
Abstract
- This note corrects a mistake in the paper "consistent cross-validatory model-selection for dependent data: $hv$-block cross-validation" by Racine (2000). In his paper, he implied that the therein proposed $hv$-block cross-validation is consistent in the sense of Shao (1993). To get this intuition, he relied on the speculation that $hv$-block is a balanced incomplete block design (BIBD). This note demonstrates that this is not the case, and thus the theoretical consistency of $hv$-block remains an open question. In addition, I also provide a Python program counting the number of occurrences of each sample and each pair of samples.<br />Comment: Technique report. 5 pages, 1 figure
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1910.08904
- Document Type :
- Working Paper