{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,1,23]],"date-time":"2026-01-23T20:30:07Z","timestamp":1769200207215,"version":"3.49.0"},"reference-count":62,"publisher":"Institute of Electrical and Electronics Engineers (IEEE)","license":[{"start":{"date-parts":[[2022,1,1]],"date-time":"2022-01-01T00:00:00Z","timestamp":1640995200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/legalcode"},{"start":{"date-parts":[[2022,1,1]],"date-time":"2022-01-01T00:00:00Z","timestamp":1640995200000},"content-version":"am","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by\/4.0\/legalcode"}],"funder":[{"DOI":"10.13039\/501100002341","name":"Academy of Finland","doi-asserted-by":"publisher","award":["298118"],"award-info":[{"award-number":["298118"]}],"id":[{"id":"10.13039\/501100002341","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100008982","name":"National Science Foundation","doi-asserted-by":"publisher","award":["DMS-1812198"],"award-info":[{"award-number":["DMS-1812198"]}],"id":[{"id":"10.13039\/501100008982","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["IEEE Trans. Signal Process."],"published-print":{"date-parts":[[2022]]},"DOI":"10.1109\/tsp.2021.3139207","type":"journal-article","created":{"date-parts":[[2021,12,29]],"date-time":"2021-12-29T23:42:09Z","timestamp":1640821329000},"page":"659-672","source":"Crossref","is-referenced-by-count":9,"title":["Linear Pooling of Sample Covariance Matrices"],"prefix":"10.1109","volume":"70","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-7461-5399","authenticated-orcid":false,"given":"Elias","family":"Raninen","sequence":"first","affiliation":[{"name":"Department of Signal Processing and Acoustics, Aalto University, Aalto, Finland"}]},{"given":"David E.","family":"Tyler","sequence":"additional","affiliation":[{"name":"Department of Statistics, Rutgers, The State University of New Jersey, Piscataway, NJ, USA"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-0898-5313","authenticated-orcid":false,"given":"Esa","family":"Ollila","sequence":"additional","affiliation":[{"name":"Department of Signal Processing and Acoustics, Aalto University, Aalto, Finland"}]}],"member":"263","reference":[{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2013.2272924"},{"key":"ref57","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmva.2015.04.006"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1109\/7.892662"},{"key":"ref56","doi-asserted-by":"publisher","DOI":"10.1214\/19-AOS1921"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1109\/TAES.2018.2867699"},{"key":"ref59","doi-asserted-by":"publisher","DOI":"10.1561\/2000000072"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2017.2757913"},{"key":"ref58","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2015.2474298"},{"key":"ref53","doi-asserted-by":"publisher","DOI":"10.2307\/2296205"},{"key":"ref52","author":"markowitz","year":"1959","journal-title":"Portfolio Selection Efficient Diversification of Investments"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1109\/ACCESS.2017.2782208"},{"key":"ref55","doi-asserted-by":"publisher","DOI":"10.2307\/1924119"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2010.2053029"},{"key":"ref54","first-page":"425","article-title":"Capital asset prices: A theory of market equilibrium under conditions of risk","volume":"19","author":"sharpe","year":"1964","journal-title":"J Finance"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1109\/TNNLS.2012.2234477"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1016\/j.csda.2015.09.011"},{"key":"ref19","article-title":"Multi-target shrinkage","author":"bartz","year":"2014"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2014.2364784"},{"key":"ref51","first-page":"77","article-title":"Portfolio selection","volume":"7","author":"markowitz","year":"1952","journal-title":"J Finance"},{"key":"ref50","doi-asserted-by":"publisher","DOI":"10.1109\/LSP.2021.3117443"},{"key":"ref46","doi-asserted-by":"publisher","DOI":"10.1109\/TAES.2010.5417174"},{"key":"ref45","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/asu020"},{"key":"ref48","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-84800-155-8_7"},{"key":"ref47","first-page":"95","article-title":"CVX: Matlab software for disciplined convex programming, version 2.1","author":"grant","year":"2014"},{"key":"ref42","article-title":"Automatic diagonal loading for Tyler’s robust covariance estimator","author":"zhang","year":"0","journal-title":"Proc IEEE Workshop Stat Signal Process"},{"key":"ref41","doi-asserted-by":"publisher","DOI":"10.1111\/sjos.12350"},{"key":"ref44","doi-asserted-by":"publisher","DOI":"10.1111\/j.2517-6161.1983.tb01226.x"},{"key":"ref43","doi-asserted-by":"publisher","DOI":"10.1016\/j.spl.2016.01.009"},{"key":"ref49","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2012.2212433"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.3905\/jpm.2004.110"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1016\/S0047-259X(03)00096-4"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2019.2908144"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1002\/cem.2880"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2013.2267740"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2013.2285511"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2011.2138698"},{"key":"ref40","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/ast040"},{"key":"ref35","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177729089"},{"key":"ref34","doi-asserted-by":"publisher","DOI":"10.1016\/0041-5553(80)90098-1"},{"key":"ref37","author":"bilodeau","year":"1999","journal-title":"Theory of Multivariate Statistics"},{"key":"ref36","doi-asserted-by":"crossref","first-page":"295","DOI":"10.1080\/00031305.1990.10475745","article-title":"A note on an estimator for the variance that utilizes the kurtosis","volume":"44","author":"searls","year":"1990","journal-title":"Amer Statistician"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1109\/NER.2017.8008373"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2021.3118546"},{"key":"ref33","author":"nocedal","year":"2006","journal-title":"Numerical Optimization"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-8655(03)00167-3"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.2202\/1544-6115.1175"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1016\/S0927-5398(03)00007-0"},{"key":"ref39","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9884.00122"},{"key":"ref38","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/73.1.240"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1016\/j.sigpro.2019.107285"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.23919\/FUSION43075.2019.9011165"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1080\/03610928908830117"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1109\/TSP.2016.2558158"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1016\/j.sigpro.2018.02.026"},{"key":"ref22","article-title":"Shrinkage estimation of large covariance matrices using multiple shrinkage targets","author":"gray","year":"2018"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1109\/TAES.2018.2813898"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.2307\/2289860"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1016\/0167-9473(91)90050-C"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1109\/ICASSP.2018.8461327"},{"key":"ref60","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511804441"},{"key":"ref62","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176344621"},{"key":"ref61","doi-asserted-by":"publisher","DOI":"10.1201\/9781351077040"}],"container-title":["IEEE Transactions on Signal Processing"],"original-title":[],"link":[{"URL":"https:\/\/ieeexplore.ieee.org\/ielam\/78\/9675017\/9665347-aam.pdf","content-type":"application\/pdf","content-version":"am","intended-application":"syndication"},{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/78\/9675017\/09665347.pdf?arnumber=9665347","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,9,15]],"date-time":"2024-09-15T10:18:54Z","timestamp":1726395534000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/9665347\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022]]},"references-count":62,"URL":"https:\/\/doi.org\/10.1109\/tsp.2021.3139207","relation":{},"ISSN":["1053-587X","1941-0476"],"issn-type":[{"value":"1053-587X","type":"print"},{"value":"1941-0476","type":"electronic"}],"subject":[],"published":{"date-parts":[[2022]]}}}