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},
  }