@article{JMLR:v17:15-345,
  author  = {Ashwini Maurya},
  title   = {A Well-Conditioned and Sparse Estimation of Covariance and Inverse Covariance Matrices Using a Joint Penalty},
  journal = {Journal of Machine Learning Research},
  year    = {2016},
  volume  = {17},
  number  = {130},
  pages   = {1--28},
  url     = {http://jmlr.org/papers/v17/15-345.html}
}