@article{analysisofamultitargetlinearshrinkage,
  title = {Analysis of a multi-target linear shrinkage covariance estimator},
  author = {Benoit Oriol},
  year = {2024},
  eprint = {2405.20086},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2405.20086v2},
}