Update OAS estimator description (scikit-learn#6758)

* Updated the OAS estimator description

* Update shrunk_covariance_.py

Author: okbalefthanded

sklearn/covariance/shrunk_covariance_.py

@@ -486,6 +486,10 @@ class OAS(EmpiricalCovariance):
     The formula used here does not correspond to the one given in the
     article. It has been taken from the Matlab program available from the
     authors' webpage (http://tbayes.eecs.umich.edu/yilun/covestimation).
+    In the original article, formula (23) states that 2/p is multiplied by 
+    Trace(cov*cov) in both the numerator and denominator, this operation is omitted
+    in the author's MATLAB program because for a large p, the value of 2/p is so 
+    small that it doesn't affect the value of the estimator. 
 
     Parameters
     ----------