Erratum: Improved multivariate normal mean estimation with unknown covariance when p is greater than n

Didier Chételat

doi:10.1214/23-AOS2344

Abstract

This erratum offers a correction to Chételat and Wells ((2012) Ann. Statist. 40 3137–3160), following the note of Foroushani and Nkurunziza ((2023) arXiv: 2311.13140).

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Didier Chételat. "Erratum: Improved multivariate normal mean estimation with unknown covariance when p is greater than n." Ann. Statist. 52 (1) 412 - 412, February 2024. https://doi.org/10.1214/23-AOS2344

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Received: 1 November 2023; Published: February 2024

First available in Project Euclid: 7 March 2024

MathSciNet: MR4718421

Digital Object Identifier: 10.1214/23-AOS2344

Subjects:

Primary: 62F10

Secondary: 62C20 , 62H12

Keywords: high-dimensional inference , James–Stein estimator , minimax estimation

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