Covariance Estimation for Distributions with $2+ε$ Moments. Srivastava, N. & Vershynin, R. 2012. To appear in \em Annals of Probability
bibtex   
@UNPUBLISHED{SV,
  AUTHOR = {Nikhil Srivastava and Roman Vershynin},
  TITLE = {Covariance Estimation for Distributions with $2+\epsilon$ Moments},
  NOTE = {To appear in {\em Annals of Probability}},
  YEAR = {2012}
}

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