@article{publication-7249,
	author={Ledoit, Olivier and Wolf, Michael},
	doi={10.1214/12-AOS989},
	issn={0090-5364},
	journal={The Annals of Statistics},
	number=2,
	pages={1024-1060},
	publisher={Institute of Mathematical Statistics},
	title={Nonlinear shrinkage estimation of large-dimensional covariance matrices},
	volume=40,
	year=2012,
}