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A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set.

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Title: A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set.
Authors: Yue, Man-Chung1 (AUTHOR) mcyue@hku.hk, Rychener, Yves2 (AUTHOR) yves.rychener@epfl.ch, Kuhn, Daniel2 (AUTHOR) daniel.kuhn@epfl.ch, Nguyen, Viet Anh3 (AUTHOR) nguyen@se.cuhk.edu.hk
Source: Operations Research. May/Jun2026, Vol. 74 Issue 3, p1710-1728. 19p.
Database: Business Source Ultimate
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  Data: <searchLink fieldCode="JN" term="%22Operations+Research%22">Operations Research</searchLink>. May/Jun2026, Vol. 74 Issue 3, p1710-1728. 19p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=194583185
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        Value: 10.1287/opre.2024.1071
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      – Code: eng
        Text: English
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              Text: May/Jun2026
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              Y: 2026
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