Cross-Fitting Under Nonregularity: Normality and Inference via Locality
arXiv:2610.02944v1 Announce Type: cross Abstract: 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 nonregular…
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- 2026-10-05 04:00 · arXiv stat.ML
Cross-Fitting Under Nonregularity: Normality and Inference via Locality