= Cross-fitted combination of unbiased sample means
Split independent observational blocks into two folds. Use one fold to estimate the combination weight for the two <sample means> in the other fold, and conversely. Each held-out combination is an <unbiased estimator> conditionally on its training fold because its two held-out <sample means> have the same <expectation>. A deterministic average of the two combinations remains unbiased. Under consistency of the moment estimates and balanced fold sizes, the weights approach those of the <minimum-variance combination of unbiased sample means>. Paired observations must stay together when splitting or <bootstrapping> so their <covariance> is preserved.
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