Kunert, Joachim; Weihs, Claus - Institut für Wirtschafts- und Sozialstatistik, … - 2000
applicability of cross validation. On the other hand, it is shown, however, that a well designed experiment might lead to a factor … structure very appropriate for cross validation, namely a certain balance in the observations together with orthogonality of the … factors. This might be the reason why in practice cross validation has proven to be a valuable tool for variable selection …