Remove `correction` and `reweighting` parameters from the API.

examples/covariance/plot_mahalanobis_distances.py

examples/covariance/plot_robust_vs_empirical_covariance.py

sklearn/covariance/empirical_covariance_.py

sklearn/covariance/robust_covariance.py

sklearn/covariance/tests/test_covariance.py