The E stands for Edna.
From Wikipedia:
Edna Annie Proulx (pronounced /pru:/) (born August 22, 1935) is an American journalist and author. Her second novel, The Shipping News (1993), won the Pulitzer Prize for Fiction and the National Book Award for fiction in 1994. Her short story "Brokeback Mountain" was adapted as an Academy Award, BAFTA and Golden Globe Award-winning major motion picture released in 2005. Brokeback Mountain received massive critical acclaim and went on to be nominated for a leading eight Academy Awards, winning three of them. She won the PEN/Faulkner Award for Fiction for her first novel, Postcards. She has written most of her stories and books simply as Annie Proulx, but has also carried the name E. Annie Proulx.
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