Abstract
Correction to the proof of Theorem 3 in Gaynanova (2020) Bernoulli 26 286–322.
Citation
Irina Gaynanova. "Erratum for Prediction and estimation consistency of sparse multi-class penalized optimal scoring." Bernoulli 28 (1) 601 - 605, February 2022. https://doi.org/10.3150/21-BEJ1359
Information
Received: 1 February 2021; Published: February 2022
First available in Project Euclid: 10 November 2021
MathSciNet: MR4374993
zbMATH: 1478.62201
Digital Object Identifier: 10.3150/21-BEJ1359
Keywords:
classification
,
high-dimensional regression
,
sub-exponential marginals
Rights: Copyright © 2022 ISI/BS