1. Olga Y. Savchuk is Visiting Assistant Professor, Binghamton University, Binghamton, NY 13902-6000 . Jeffrey D. Hart is Professor, Department of Statistics, Texas A&M University, College Station, TX 77843-3143 . Simon J. Sheather is Professor and Head, Department of Statistics, Texas A&M University, College Station, TX 77843-3143 . The authors are grateful to David Scott and George Terrell for providing valuable insight about cross-validation, and to three referees and an associate editor, whose comments...