Erratum to: ``Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\)

DOI10.1214/23-AOS2344OpenAlexW4392591541MaRDI QIDQ6192333

Didier Chételat

Publication date: 11 March 2024

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/annals-of-statistics/volume-52/issue-1/Erratum-Improved-multivariate-normal-mean-estimation-with-unknown-covariance/10.1214/23-AOS2344.full

zbMATH Keywords

James-Stein estimatorminimax estimationhigh-dimensional inference

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\)

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