Yue, M., Rychener, Y., Kuhn, D., & Nguyen, V. A. (2026). A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set. Operations Research, 74(3), 1710. https://doi.org/10.1287/opre.2024.1071
Chicago Style (17th ed.) CitationYue, Man-Chung, Yves Rychener, Daniel Kuhn, and Viet Anh Nguyen. "A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set." Operations Research 74, no. 3 (2026): 1710. https://doi.org/10.1287/opre.2024.1071.
MLA (9th ed.) CitationYue, Man-Chung, et al. "A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set." Operations Research, vol. 74, no. 3, 2026, p. 1710, https://doi.org/10.1287/opre.2024.1071.