@article{exactminimaxriskforlinearleastsquares,
  title = {Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices},
  author = {Jaouad Mourtada},
  year = {2019},
  eprint = {1912.10754},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1912.10754v3},
}