{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,5]],"date-time":"2026-05-05T22:15:04Z","timestamp":1778019304920,"version":"3.51.4"},"reference-count":54,"publisher":"Institute of Electrical and Electronics Engineers (IEEE)","issue":"12","license":[{"start":{"date-parts":[[2016,12,1]],"date-time":"2016-12-01T00:00:00Z","timestamp":1480550400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/ieeexplore.ieee.org\/Xplorehelp\/downloads\/license-information\/IEEE.html"}],"funder":[{"DOI":"10.13039\/501100000781","name":"European Research Council","doi-asserted-by":"publisher","award":["258237"],"award-info":[{"award-number":["258237"]}],"id":[{"id":"10.13039\/501100000781","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["IEEE Trans. Inform. Theory"],"published-print":{"date-parts":[[2016,12]]},"DOI":"10.1109\/tit.2016.2616132","type":"journal-article","created":{"date-parts":[[2016,10,10]],"date-time":"2016-10-10T18:10:32Z","timestamp":1476123032000},"page":"7475-7490","source":"Crossref","is-referenced-by-count":69,"title":["Rotational Invariant Estimator for General Noisy Matrices"],"prefix":"10.1109","volume":"62","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-5208-9965","authenticated-orcid":false,"given":"Joel","family":"Bun","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Romain","family":"Allez","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Jean-Philippe","family":"Bouchaud","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Marc","family":"Potters","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"263","reference":[{"key":"ref39","doi-asserted-by":"publisher","DOI":"10.1142\/S0219024912500197"},{"key":"ref38","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176345010"},{"key":"ref33","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmva.2006.09.006"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmva.2015.02.020"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2011.04.007"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1214\/08-AAP548"},{"key":"ref37","doi-asserted-by":"crossref","DOI":"10.7551\/mitpress\/2946.001.0001","volume":"2","author":"wiener","year":"1949","journal-title":"Extrapolation Interpolation and Smoothing of Stationary Time Series"},{"key":"ref36","doi-asserted-by":"publisher","DOI":"10.1214\/11-AIHP450"},{"key":"ref35","article-title":"Integrated covariance matrix estimation for high-dimensional diffusion processes in the presence of microstructure noise","author":"xia","year":"2014"},{"key":"ref34","doi-asserted-by":"publisher","DOI":"10.1109\/TAP.1986.1143830"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1103\/PhysRevE.71.026111"},{"key":"ref27","first-page":"4009","article-title":"The student ensemble of correlation matrices: Eigenvalue spectrum and Kullback-Leibler entropy","volume":"38","author":"biroli","year":"2007","journal-title":"Acta Phys Polonica B"},{"key":"ref29","article-title":"Spectral analysis of large dimensional random matrices","author":"zhang","year":"2006"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1070\/SM1967v001n04ABEH001994"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1017\/S0305004100027237"},{"key":"ref20","doi-asserted-by":"crossref","DOI":"10.1090\/crmm\/001","volume":"1","author":"voiculescu","year":"1992","journal-title":"Free Random Variables"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1016\/0550-3213(95)00446-Y"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1016\/0550-3213(96)00276-3"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/20A.1-2.32"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1103\/PhysRevE.51.5442"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511753893"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2004.05.048"},{"key":"ref50","doi-asserted-by":"publisher","DOI":"10.1088\/0305-4470\/13\/4\/009"},{"key":"ref51","doi-asserted-by":"publisher","DOI":"10.1088\/0305-4470\/27\/23\/011"},{"key":"ref54","doi-asserted-by":"publisher","DOI":"10.1007\/s00220-006-1554-3"},{"key":"ref53","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfa.2004.09.015"},{"key":"ref52","doi-asserted-by":"publisher","DOI":"10.1088\/1742-6596\/95\/1\/012002"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1214\/009117906000001079"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1007\/s00440-010-0298-3"},{"key":"ref40","article-title":"Cleaning correlation matrices","author":"bun","year":"2016","journal-title":"Risk Mag"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1142\/S2010326314500105"},{"key":"ref13","article-title":"The eigenvectors of Gaussian matrices with an external source","author":"allez","year":"2014"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1142\/9789812775412_0003"},{"key":"ref15","author":"mezard","year":"1987","journal-title":"Spin Glass Theory and Beyond"},{"key":"ref16","article-title":"Replica theory and spin glasses","author":"morone","year":"2014"},{"key":"ref17","article-title":"Anisotropic local laws for random matrices","author":"knowles","year":"2014"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1214\/07-AOS581"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1103\/PhysRevE.49.2588"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1098\/rsta.2009.0159"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1561\/0100000001"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511994746"},{"key":"ref5","article-title":"Financial applications of random matrix theory: A short review","author":"bouchaud","year":"2011","journal-title":"The Oxford Handbook of Random Matrix Theory"},{"key":"ref8","article-title":"Estimation of a covariance matrix","author":"stein","year":"1975","journal-title":"Rietz Lecture"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1016\/j.jspi.2013.09.005"},{"key":"ref49","doi-asserted-by":"publisher","DOI":"10.1088\/1742-6596\/473\/1\/012002"},{"key":"ref9","first-page":"367","article-title":"An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population","author":"takemura","year":"1994"},{"key":"ref46","doi-asserted-by":"publisher","DOI":"10.1142\/S0217732392002913"},{"key":"ref45","doi-asserted-by":"publisher","DOI":"10.1063\/1.524438"},{"key":"ref48","article-title":"Free probability theory","author":"speicher","year":"2011","journal-title":"The Oxford Handbook of Random Matrix Theory"},{"key":"ref47","doi-asserted-by":"publisher","DOI":"10.1007\/BF02097004"},{"key":"ref42","article-title":"Numerical implementation of the quest function","author":"ledoit","year":"2016"},{"key":"ref41","doi-asserted-by":"publisher","DOI":"10.1016\/S0047-259X(03)00096-4"},{"key":"ref44","doi-asserted-by":"publisher","DOI":"10.2307\/2372387"},{"key":"ref43","first-page":"1","article-title":"Free Brownian motion, free stochastic calculus and random matrices","volume":"12","author":"biane","year":"1997","journal-title":"Free Probability Theory"}],"container-title":["IEEE Transactions on Information Theory"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/18\/7748579\/07587390.pdf?arnumber=7587390","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,1,12]],"date-time":"2022-01-12T16:20:46Z","timestamp":1642004446000},"score":1,"resource":{"primary":{"URL":"http:\/\/ieeexplore.ieee.org\/document\/7587390\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2016,12]]},"references-count":54,"journal-issue":{"issue":"12"},"URL":"https:\/\/doi.org\/10.1109\/tit.2016.2616132","relation":{},"ISSN":["0018-9448","1557-9654"],"issn-type":[{"value":"0018-9448","type":"print"},{"value":"1557-9654","type":"electronic"}],"subject":[],"published":{"date-parts":[[2016,12]]}}}