Correction to: Efficient feature selection using shrinkage estimators

• DOI: 10.1007/s10994-020-05884-6
• Publication Date: 2020-06-04T17:03:16Z
• Authors: Konstantinos Sech...; Laura Azzimonti; Adam Pocock; Giorgio Corani; James Weatherall; Gavin Brown
• Keywords: 0101 mathematics; 01 natural sciences

There was a mistake in the proof of the optimal shrinkage intensity for our estimator presented in Section 3.1.