To cite cernn in publications, please use:
Eric C. Chi and Kenneth Lange, Stable estimation of a covariance matrix guided by nuclear norm penalties, Computational Statistics and Data Analysis, 80:117-128, 2014.
Corresponding BibTeX entry:
@Article{,
title = {Stable estimation of a covariance matrix guided by nuclear
norm penalties},
author = {Eric C. Chi and Kenneth Lange},
year = {2014},
volume = {80},
pages = {117--128},
doi = {http://dx.doi.org/10.1016/j.csda.2014.06.018},
issn = {0167-9473},
journal = {Computational Statistics and Data Analysis},
url =
{http://www.sciencedirect.com/science/article/pii/S0167947314001893},
}