To cite the R package 'ShrinkCovMat' in publications, please use:

Anestis Touloumis (2015). “Nonparametric Stein-type Shrinkage Covariance Matrix Estimators in High-Dimensional Settings.” Computational Statistics & Data Analysis, 83, 251–261.

Corresponding BibTeX entry:

  @Article{,
    title = {Nonparametric Stein-type Shrinkage Covariance Matrix
      Estimators in High-Dimensional Settings},
    author = {{Anestis Touloumis}},
    year = {2015},
    journal = {Computational Statistics & Data Analysis},
    volume = {83},
    pages = {251--261},
  }