1. R.J. Adler, An introduction to continuity, extrema, and related topics for general gaussian processes.Lect. Note Ser.Institute of Mathematical Statistics (1990).
2. Bickel P.J. and Levina E., Covariance regularization by thresholding.Ann. Statist.36(2008) 2577–2604.
3. J. Bigot, R. Biscay, J.-M. Loubes and L.M. Alvarez, Group lasso estimation of high-dimensional covariance matrices.J. Machine Learn. Res.(2011).
4. Bigot J., Biscay R., Loubes J.-M. and Muñiz-Alvarez L., Nonparametric estimation of covariance functions by model selection.Electron. J. Statis.4(2010) 822–855.
5. J. Bigot, R. Biscay Lirio, J.-M. Loubes and L. Muniz Alvarez, Adaptive estimation of spectral densities via wavelet thresholding and information projection (2010).