@article{randommatriximprovedcovarianceestimation,
  title = {Random Matrix Improved Covariance Estimation for a Large Class of Metrics},
  author = {Malik Tiomoko and Florent Bouchard and Guillaume Ginholac and Romain Couillet},
  year = {2019},
  eprint = {1902.02554},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1902.02554v1},
}