Convergence Covariance matrices 1 Covariance matrix 1 Covariance matrix estimation 1 Dispersion 1 Dispersion matrix 1 Dispersions 1 Eigenvalue and eigenfunctions 1 Eigenvalues and eigenfunctions 1 Estimation 1 Financial data processing 1 Heavily-tailed distribution 1 Heavy Tails 1 Heavy-tails 1 Iterative methods 1 Nonlinear Shrinkage 1 Nonlinear analysis 1 Nonlinear shrinkage 1 Portfolio Optimization 1 Portfolio optimization 1 Shrinkage 1 Tail 1