@article{
he2026crossfitted,
title={Cross-Fitted Clipped Covariance Estimation with a Data-Driven Tail-Energy Criterion},
author={Even He and Zaizai Yan},
journal={Transactions on Machine Learning Research},
issn={2835-8856},
year={2026},
url={https://openreview.net/forum?id=MyNXLdRFJ3},
note={}
}