DOC add link to plot_covariance_estimation example in docstrings and userguide (#30429)

stefanogaspari · jeremiedbb · commit fc624f301bad · 2025-01-09T16:12:35.000+01:00
diff --git a/sklearn/covariance/_shrunk_covariance.py b/sklearn/covariance/_shrunk_covariance.py
@@ -563,6 +563,9 @@ class LedoitWolf(EmpiricalCovariance):
            [0.1616..., 0.8022...]])
     >>> cov.location_
     array([ 0.0595... , -0.0075...])
+
+    See also :ref:`sphx_glr_auto_examples_covariance_plot_covariance_estimation.py`
+    for a more detailed example.
     """
 
     _parameter_constraints: dict = {
@@ -780,6 +783,9 @@ class OAS(EmpiricalCovariance):
            [-1.2431...,  3.3889...]])
     >>> oas.shrinkage_
     np.float64(0.0195...)
+
+    See also :ref:`sphx_glr_auto_examples_covariance_plot_covariance_estimation.py`
+    for a more detailed example.
     """
 
     @_fit_context(prefer_skip_nested_validation=True)
