Updates are available Correction dated 2020-06-04
Click to view Correction: https://doi.org/10.1007/s10994-020-05884-6
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Authors
Sechidis, Konstantinos http://orcid.org/0000-0001-6582-7453
Azzimonti, Laura
Pocock, Adam
Corani, Giorgio
Weatherall, James
Brown, Gavin
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Funding
Funding for this research was provided by:
Engineering and Physical Sciences Research Council (EP/N035127/1)
AstraZeneca Data Science Fellowship
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More Information
Article History
Received: 19 July 2018
Accepted: 16 April 2019
First Online: 9 May 2019
Change Date: 4 June 2020
Change Type: Correction
Change Details: There was a mistake in the proof of the optimal shrinkage intensity for our estimator presented in Section 3.1.
