@article {DL,
	title = {High-dimensional covariance matrix estimation using a low-rank and diagonal decomposition},
	journal = {Canadian Journal of Statistics},
	volume = {48},
	number = {2},
	year = {2020},
	pages = {308{\textendash}337},
	url = {http://doi.org/10.1002/cjs.11532},
	author = {Wu, Yilei and Qin, Yingli and Zhu, Mu}
}
