@article{asymptoticnonlinearshrinkageformulasfor, title = {Asymptotic non-linear shrinkage and eigenvector overlap for weighted sample covariance}, author = {Benoit Oriol}, year = {2024}, eprint = {2410.14420}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2410.14420v2}, }