@unpublished{publication-22884,
	author={Hediger, Simon and N{\"a}f, Jeffrey and Wolf, Michael},
	doi={10.48550/arXiv.2210.14854},
	institution={Cornell University},
	issn={2331-8422},
	number={2210.14854},
	pages=33,
	series={ArXiv.org},
	title={R-NL: covariance matrix estimation for elliptical distributions based on nonlinear shrinkage},
	year=2023,
}