Jun Wen. Estimation of two high-dimensional covariance matrices and the spectrum of their ratio. J. Multivariate Analysis, 168:1-29, 2018. [doi]
@article{Wen18-2,
title = {Estimation of two high-dimensional covariance matrices and the spectrum of their ratio},
author = {Jun Wen},
year = {2018},
doi = {10.1016/j.jmva.2018.06.008},
url = {https://doi.org/10.1016/j.jmva.2018.06.008},
researchr = {https://researchr.org/publication/Wen18-2},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {168},
pages = {1-29},
}