[MRG+1] Ledoit-Wolf behavior explanation (#9500)

* DOC add explaination of unexpected behavior to ledoit-wolf functions and class

* DOC add explaination of unexpected ledoit-wolf behavior to module documentation

* fix line that's longer than 80 chars, pep8 issue

* fix documentation changes to Ledoit_Wolf behavior explaination

* change bahavior explanation to a note in documentation

* remove unexpected behavior explanation from docstrings

* fix broken links in docs