@article{ageometricunificationofdistributionally, title = {A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set}, author = {Man-Chung Yue and Yves Rychener and Daniel Kuhn and Viet Anh Nguyen}, year = {2024}, eprint = {2405.20124}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2405.20124v1}, }