VirgileFritsch/scikit-learn — comment on commit 4602f92b5cc7a7d978cfadc20ce924c0afee6e10
File: sklearn/covariance/robust_covariance.py line 392
By GaelVaroquaux:

You should say in one sentence why this correction is needed. If I understand things right, it is needed because the covariance is estimated on a truncated distribution.