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}, }