@article{affineinvariantcovarianceestimationfor,
  title = {Affine Invariant Covariance Estimation for Heavy-Tailed Distributions},
  author = {Dmitrii Ostrovskii and Alessandro Rudi},
  year = {2019},
  eprint = {1902.03086},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1902.03086v2},
}