Papers on CV

Survey

• Sylvain Arlot and Alain Celisse (2010).

A survey of cross-validation procedures for model selection
Statist. Surv.Volume 4 (2010), 40-79.

Regression

• L. Breiman and P. Spector (1992). Submodel selection and evaluation in regression. The X-random case. International Statistical Review. pp. 291-319.

• M. Stone (1974). Cross-Validatory Choice and Assessment of Statistical Predictions. Journal of the Royal Statistical Society. Series B (Methodological), Vol. 36, No. 2, pp. 111-147,

• J. Shao and Tu. The jacknife and bootstrap. Chapter 7.

• J. Shao (1993). Linear Model Selection by Cross-Validation.

Journal of the American Statistical Association, Vol. 88, No. 422 (Jun., 1993), pp. 486-494

v-fold cross-validation

• Prabir Burman (1989). A Comparative Study of Ordinary Cross-Validation, v-Fold Cross-Validation and the Repeated Learning-Testing Methods. Biometrika, Vol. 76, No. 3 (Sep., 1989), pp. 503-514

Density estimation

• Alain Celisse (2014). Optimal cross-validation in density estimation with the L2-loss

Ann. Statist., Volume 42, Number 5 (2014), 1879-1910.
(Theoretical investigation of Lpo CV.)

Classification

• A. Cellise and Tristan Mary-Huard (2018).

Theoretical Analysis of Cross-Validation for Estimating the Risk of the k-Nearest Neighbor Classifier. Journal of Machine Learning Research 18 (2018) 1-54

Dependent data

• Prabir Burman, EDMOND CHOW and Deborah Nolan (1994).

A Cross-Validatory Method for Dependent Data. Biometrika 81(2):351-358

• Jack Racine (2000). Consistent cross-validatory model-selection

for dependent data: hv-block cross-validation.
Journal of Econometrics 99 (2000) 39}61