@article{minimaxandadaptivecovariancematrixestima,
  title = {Minimax and Adaptive Covariance Matrix Estimation under Differential Privacy},
  author = {T. Tony Cai and Yicheng Li},
  year = {2026},
  eprint = {2603.19703},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2603.19703},
}