hv-Block Cross Validation is not a BIBD: a Note on the Paper by Jeff Racine (2000)

10/20/2019

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by   Wenjie Zheng, et al.

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This note corrects a mistake in the paper "consistent cross-validatory model-selection for dependent data: hv-block cross-validation" by Racine (2000). In his paper, he implied that the therein proposed hv-block cross-validation is consistent in the sense of Shao (1993). To get this intuition, he relied on the speculation that hv-block is a balanced incomplete block design (BIBD). This note demonstrates that this is not the case, and thus the theoretical consistency of hv-block remains an open question. In addition, I also provide a Python program counting the number of occurrences of each sample and each pair of samples.