or for large-dimensional covariance matrices.”
<em>Journal of Multivariate Analysis</em>, <b>88</b>(2), 365 - 411.
ISSN 0047-259X, doi: <a href="https://doi.org/10.1016/S0047-259X(03)00096-4" class="external-link">10.1016/S0047-259X(03)00096-4</a>
, <a href="https://www.sciencedirect.com/science/article/pii/S0047259X03000964" class="external-link">https://www.sciencedirect.com/science/article/pii/S0047259X03000964</a>.</p>
    </div>

    <div id="ref-examples">
    <h2>Examples</h2>
    <div class="sourc