Nonlinear shrinkage estimators

Nonlinear shrinkage estimators correspond to covariance estimators based on the eigendecomposition of the sample matrix:

F = eigen(X)
# ... (transformation of eigenvalues)
F.U*(d̃ .* F.U') # d̃ is a vector of transformed eigenvalues

Currently, only the analytical nonlinear shrinkage (AnalyticalNonlinearShrinkage) method is implemented.