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Cross-Fitting Under Nonregularity: Normality and Inference via Locality

Cross-fitting is routine in much of applied research. While conventional confidence intervals that ignore cross-fold dependence are asymptotically valid in several settings, they undercover in many applications that share a common form of nonregularity: from the classic cross-validation problem of…

By Bruno FavaarXiv - stat.ML

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Originally published by arXiv - stat.ML on Oct 5, 2026.

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