To cite 'ShrinkCovMat' in publications, please use:

  Touloumis A. (2015). “Nonparametric Stein-type Shrinkage Covariance
  Matrix Estimators in High-Dimensional Settings.” _Computational
  Statistics & Data Analysis_, *83*, 251-261.
  <https://www.sciencedirect.com/science/article/pii/S0167947314003107>.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {Nonparametric Stein-type Shrinkage Covariance Matrix Estimators in High-Dimensional Settings},
    author = {{Touloumis A.}},
    year = {2015},
    journal = {Computational Statistics & Data Analysis},
    volume = {83},
    pages = {251-261},
    url = {https://www.sciencedirect.com/science/article/pii/S0167947314003107},
  }