To cite 'ShrinkCovMat' in publications, please use:
Touloumis A. (2015). “Nonparametric Stein-type Shrinkage Covariance Matrix Estimators in High-Dimensional Settings.” Computational Statistics & Data Analysis, 83, 251-261. https://doi.org/10.1016/j.csda.2014.10.018.
Corresponding BibTeX entry:
@Article{, title = {Nonparametric Stein-type Shrinkage Covariance Matrix Estimators in High-Dimensional Settings}, author = {{Touloumis A.}}, year = {2015}, journal = {Computational Statistics & Data Analysis}, volume = {83}, pages = {251-261}, url = {https://doi.org/10.1016/j.csda.2014.10.018}, }