Takayuki Morimoto Shuichi Nagata Robust estimation of a high-dimensional integrated covariance matrix. 1102-1112 2017 46 Commun. Stat. Simul. Comput. 2 https://doi.org/10.1080/03610918.2014.991038 db/journals/cssc/cssc46.html#MorimotoN17