@article{publication-17292, author={Ledoit, Olivier and Wolf, Michael}, doi={10.3150/17-bej979}, issn={1350-7265}, journal={Bernoulli}, number={4B}, pages={3791-3832}, publisher={International Statistical Institute}, title={Optimal estimation of a large-dimensional covariance matrix under Stein’s loss}, volume=24, year=2018, }