@misc{244901,
  author = {Paul Hale and Andrew Dienstfrey and Chih-Ming Wang},
  title = {Why are we concerned with large covariance matrices?},
  year = {2010},
  month = {2010-06-01},
  publisher = {NIST},
  url = {https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=906016},
  language = {en},
}