🔥➗️ New workingpaper: ➗️🔥
"From Cross-Validation to SURE: Asymptotic Risk of Tuned Regularized Estimators"
https://maxkasy.github.io/home/files/papers/cv_and_sure.pdf

This was inspired by conversations with Gary Chamberlain 10 years ago,
and ended up a heavier lift than anticipated.

Any feedback and comments are appreciated!