Does data splitting improve prediction?

Least squares after model selection in high-dimensional sparse models

(2013) Alexandre Belloni et al.   BERNOULLI

Confidence Distribution, the Frequentist Distribution Estimator of a Parameter: A Review

(2013) Min-ge Xie et al.   INTERNATIONAL STATISTICAL REVIEW

Proper local scoring rules

(2012) Matthew Parry et al.   ANNALS OF STATISTICS

‘All models are wrong...’: an introduction to model uncertainty

(2012) Ernst Wit et al.   STATISTICA NEERLANDICA

May the Best Analyst Win

(2011) J. Carpenter   SCIENCE

Split Samples and Design Sensitivity in Observational Studies

(2009) Ruth Heller et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Data splitting as a countermeasure against hypothesis fishing: with a case study of predictors for low back pain

(2008) Fredrik A. Dahl et al.   EUROPEAN JOURNAL OF EPIDEMIOLOGY