  In many medical and biological investigations, including genetics, it is
typical to handle high dimensional data which can be viewed as a set of values
of some factors and a binary response variable. For instance, the response
variable can describe the state of a patient health and one often assumes that
it depends only on some part of factors. An important problem is to determine
collections of significant factors. In this regard we turn to the MDR-method
introduced by M.Ritchie and coauthors. Our recent paper provided the necessary
and sufficient conditions for strong consistency of estimates of the prediction
error employing the K-fold cross-validation and an arbitrary penalty function.
Here we introduce the regularized versions of the mentioned estimates and prove
for them the multidimensional CLT. Statistical variants of the CLT involving
self-normalization are discussed as well.
  Keywords and phrases: binary response variable, significant factors, penalty
function, cross-validation, MDR-method, SLLN for arrays, strong consistency,
regularized estimates, multidimensional CLT, self-normalization.
