@article{JMLR:v22:21-0006,
  author  = {Trambak Banerjee and Gourab Mukherjee and Debashis Paul},
  title   = {Improved Shrinkage Prediction under a Spiked Covariance Structure},
  journal = {Journal of Machine Learning Research},
  year    = {2021},
  volume  = {22},
  number  = {180},
  pages   = {1--40},
  url     = {http://jmlr.org/papers/v22/21-0006.html}
}