Cross-Fitting Under Nonregularity: Normality and Inference via Locality
econ.EM, math.ST, stat.ML, stat.TH
Submitted: 2026-10-02
Updated: 2026-10-02
Sources
- The Relative Instability of Model Comparison with Cross-validation
- Training and Testing with Multiple Splits: A Central Limit Theorem for Split-Sample Estimators
- Merging uncertainty sets via majority vote
- A Modern Theory of Cross-Validation through the Lens of Stability
- The Limits of Assumption-free Tests for Algorithm Performance
- Cross-Fitting and Fast Remainder Rates for Semiparametric Estimation
- Inference on Optimal Policy Values and Other Irregular Functionals via Softmax Smoothing
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