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Biometrika 1977 64(1):29-35; doi:10.1093/biomet/64.1.29
© 1977 by Biometrika Trust
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Asymptotics for and against cross-validation

M. STONE

Department of Statistics and Computer Science, University College London

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.

Key Words: Asymptotic consistency • Asymptotic efficiency • Cross-validatory choice and assessement


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