{"as_of":"2026-08-16T21:31:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:e0127495febb5620f25d5381c0aa517cfd8f7a7e883331cb53bc94466b9f5565","coverage":[{"denominator":24,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":24,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-14T13:37:49.522214Z","state":"measured"},{"denominator":24,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":24,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-16T06:30:59.297886+00:00","state":"measured"},{"denominator":0,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"cited_works","source_observed_at":null,"state":"measured"}],"external_citation_measurements":[],"inbound":[],"links":{"evidence":"/evidence","html":"/paper/1908.04957/citation-record","integrity":"/paper/1908.04957/integrity","json":"/paper/1908.04957/citation-record.json","paper":"/paper/1908.04957"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.905713Z","title":"Eigenvalue ratio test for the number of factors","venue":null,"work_id":"b8703a41-9b3c-43bf-bfe3-dc384244daec","year":2013},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.414605Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:f9047771d001c1ab2992bc01b4f19756efcf7b8fdebff555655904b5513a8061","observation_id":"22f55ff2-77cd-429a-ba11-5b207a0b01f3","resolution":{"observed_at":"2026-08-14T13:37:49.910976Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.889700Z","title":"Inferential theory for factor models of large dimensions","venue":null,"work_id":"dac48ce4-d429-4562-b917-edff12ae6cdc","year":2003},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.420539Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:26564989abf18257ecb9f228b3357950e8724ba806757d164fa3fc5c79af46a0","observation_id":"c7e0f40e-048b-44e5-ba21-ea8f0c2cb9c6","resolution":{"observed_at":"2026-08-14T13:37:49.894598Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.873301Z","title":"Statistical analysis of factor models of high dimension","venue":null,"work_id":"ae0263c9-4f68-492e-9943-66e2a953254b","year":2012},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.425605Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:43d525b7682363d3f1bf292be06e2b5a93173aac039b440c7a67045f18522d37","observation_id":"8211c326-9b6b-42af-ba6b-32d816e2accb","resolution":{"observed_at":"2026-08-14T13:37:49.878723Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.855954Z","title":"Theory and methods of panel data models with interactive effects","venue":null,"work_id":"e2a89755-a9d1-4c34-8e33-a8afd638da43","year":2014},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":4,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.430497Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:72da26dafdcacc57d08b3a246629c609d314255d1df44ccbcaddc926012720b1","observation_id":"a0aef8aa-d5e7-4c95-ba29-a17fca7524fd","resolution":{"observed_at":"2026-08-14T13:37:49.861703Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.839844Z","title":"Maximum likelihood estimation and inference for approximate factor models of high dimension","venue":null,"work_id":"4ceb528d-07a7-4c84-ada7-922500f48067","year":2016},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.435334Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:6eb320f0361a613278d82666ce06bde83a2c4e9ac2eb11192f22b5082071409b","observation_id":"22c22e63-2c5b-4122-a203-a42618008022","resolution":{"observed_at":"2026-08-14T13:37:49.844883Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.440390Z","title":"Determining the number of factors in approximate factor models","venue":null,"work_id":null,"year":2002},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.440390Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:c79fddf382b14f30f3990ea8b5fdb4ccd7e21b8e55793797e0d7d424692e3fd3","observation_id":"c482e075-b558-41f3-ac24-6eba57b7923d","resolution":{"observed_at":"2026-08-14T13:37:49.440390Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.445648Z","title":"Arbitrage, factor structure, and mean-variance analysis on large asset markets","venue":null,"work_id":null,"year":1983},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.445648Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:10deaa0b6d7f5eb4045ea96eb7782c811fdc5c7522fb721a82882b395fb36045","observation_id":"3b6444dd-7d42-47d6-be6a-3412575f48e4","resolution":{"observed_at":"2026-08-14T13:37:49.445648Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.801252Z","title":"A multivariate version of kendall’s τ","venue":null,"work_id":"ddbc5360-d733-44d7-97ac-96fb73247c31","year":1998},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.450309Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:c12565f327829804ebbd14b15bc42eacbee2bc6ae43b0839d51ac52821ee41f0","observation_id":"987fe4f8-74cc-40fd-9620-34922a6d6136","resolution":{"observed_at":"2026-08-14T13:37:49.806153Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.786970Z","title":"Empirical properties of asset returns: stylized facts and statistical issues","venue":null,"work_id":"c4e92bda-dada-48c3-9187-e3f4aee89205","year":2001},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.454958Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:fec0fb829c586ccbf04ab1af01cc6b84115f7a66eca1ea2143b4fef74e18236f","observation_id":"6b7d1dc7-dfdd-430b-9295-531d12c39e68","resolution":{"observed_at":"2026-08-14T13:37:49.791714Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.772664Z","title":null,"venue":null,"work_id":"1c25e58c-a03b-46cf-9a40-4e7516de1ff0","year":2002},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":10,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.459478Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:5ea901554164b2ba71ba62710653126f9940f1bc7503f6d38139e25229d56fd4","observation_id":"65210d20-8b2e-4a3f-b28c-9dc9dd392e2f","resolution":{"observed_at":"2026-08-14T13:37:49.777288Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.758351Z","title":"Mandelbrot and the stable paretian hypothesis","venue":null,"work_id":"a1052bca-7cb0-4b7b-8051-d328dbc49124","year":1963},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":11,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.463892Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:6bd1934a0a76fc41532a9e6b4161ceed4903078edaab26a9e204da20d343a77c","observation_id":"4b09393b-8033-44b6-ab28-6fe24d9591ce","resolution":{"observed_at":"2026-08-14T13:37:49.762725Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.744107Z","title":"Large covariance estimation by thresholding principal orthogonal complements","venue":null,"work_id":"8f922e8c-ae5b-4299-a884-863ec6cc75d4","year":2013},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.468490Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:97d61f3c45472ed888967475928636e0de55200f8a0fbbb1cf01ac32e7115f7f","observation_id":"76d9cc11-da28-4e48-8a8a-7df3abe5722f","resolution":{"observed_at":"2026-08-14T13:37:49.748672Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.729834Z","title":"Large covariance estimation through elliptical factor models","venue":null,"work_id":"584b2097-3183-4af5-b335-d837ac2f4bf4","year":2018},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.472856Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:00a399ee977eb35eb0ee507a60f60e318f3798691e5733891c34812137f4b350","observation_id":"88913e5e-b3d4-4c00-b54b-2e50013deda1","resolution":{"observed_at":"2026-08-14T13:37:49.734621Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.714778Z","title":"Semiparametric principal component analysis, in: Advances in Neural Information Processing Systems, pp","venue":null,"work_id":"0d37c2ad-54ff-416b-8f1a-73de0014caef","year":2012},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.477363Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:ddd56f43a6f761beabba6643ba0abded8b5c32235cafea89a9caaa24d775eb6c","observation_id":"bd3d4d19-7ed8-4e49-99d9-f084ad704468","resolution":{"observed_at":"2026-08-14T13:37:49.719680Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.699646Z","title":"Scale-invariant sparse PCA on high-dimensional meta-elliptical data","venue":null,"work_id":"9da4798a-3fa1-461c-af2a-aa2e5875e394","year":2014},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":15,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.481905Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:3cbb1a54b0ba61f240a5bc8e090c16c3ab11b889aaea25050072264bc8ee411a","observation_id":"fab4be49-ed83-45b9-ad10-3fecd74993ee","resolution":{"observed_at":"2026-08-14T13:37:49.704491Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.684171Z","title":"ECA: High-dimensional elliptical component analysis in non-gaussian distributions","venue":null,"work_id":"37670ab9-b8a9-4504-be3d-bd60c6986d04","year":2018},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":16,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.486056Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:ba602d1b3a5d01f4bd77c678796ee66ec27609a1179a359355df67d2696646bd","observation_id":"09c6d59c-9fdf-4626-852c-ef407adfaf24","resolution":{"observed_at":"2026-08-14T13:37:49.689266Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.669120Z","title":"Modeling high-frequency financial data by pure jump processes","venue":null,"work_id":"5e67f0eb-ee1d-4bff-8517-0d2b62b0f230","year":2012},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":17,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.490251Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:4da02508c7da227cd8f393d17643a6676b271456b913041d08f3b996a63d7bc6","observation_id":"2d994d9a-c579-4e35-893b-a0e9a5767d31","resolution":{"observed_at":"2026-08-14T13:37:49.673954Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.654154Z","title":"Testing for pure-jump processes for high-frequency data","venue":null,"work_id":"b20fc940-8fdf-446e-aa62-ab0bfac062ff","year":2015},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.494626Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:1142e7f152b72725381e7703c5d8684574d46172007933800f11a6505f265324","observation_id":"8d078065-4073-4823-be86-386bdbec5510","resolution":{"observed_at":"2026-08-14T13:37:49.658900Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.637821Z","title":"Some robust estimates of principal components","venue":null,"work_id":"f28da5ea-1736-413e-a508-4597051011b9","year":1999},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":19,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.499182Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:bed45d0d95e07a209ea7f99a106f1bb7467ab8c2687ad40355f3bc7834376b39","observation_id":"00630353-ee2b-42ac-9a72-c764e18f3ace","resolution":{"observed_at":"2026-08-14T13:37:49.643251Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.620305Z","title":"Testing hypotheses about the number of factors in large factor models","venue":null,"work_id":"f81fc751-aa12-4f36-99f9-7c5304d81682","year":2009},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":20,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.503727Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:d79b26e5b321c7ffd9a8fda07cad00dbc6317d2cf218cd955f18a7fe9ac3a958","observation_id":"7056ce8e-3b2e-4ee0-b1b6-b9f354c24895","resolution":{"observed_at":"2026-08-14T13:37:49.625372Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.604071Z","title":"A randomised sequential procedure to determine the number of factors","venue":null,"work_id":"661ba481-235b-4855-ab70-8343dbaa543c","year":2018},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":21,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.508329Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:f4c1d0b2f5637950f514a56187df7ac5eb8f8e561efdde6af660f3c11c2608a9","observation_id":"d7ee4edd-8b1a-46ab-8c19-ef18d93b56a6","resolution":{"observed_at":"2026-08-14T13:37:49.609402Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.589171Z","title":"Sign and rank covariance matrices","venue":null,"work_id":"b55fb94b-5f34-49c3-b36c-50d5c45a47f9","year":2000},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":22,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.513392Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:96578cd224b2fdbf1ac6ddb4ae9428c65550ee827dc02554c6eff07a8591bf1a","observation_id":"1c05b81d-00f4-45c4-ab14-732f91fc29be","resolution":{"observed_at":"2026-08-14T13:37:49.593965Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.573618Z","title":"Transformed contribution ratio test for the number of factors in static approximate factor models","venue":null,"work_id":"ed8d3bca-a1ad-4bfc-8aa3-ffc3d94c0948","year":2017},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":23,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.517911Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:b276176de9ffa7ac35dbe6eda98bd3e58b45a6f528329c18c47a01ec3426df5a","observation_id":"b3491a5b-20a2-4097-bb13-df3730b53e3d","resolution":{"observed_at":"2026-08-14T13:37:49.578735Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-14T13:37:49.555735Z","title":"Large-dimensional Factor Analysis without Moment Constraints","venue":null,"work_id":"1df7558a-ffe1-4f38-8d59-5fc69a2fdc11","year":2019},"citing_paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints","version":3},"reference_index":24,"source":"pdf_text","source_observed_at":"2026-08-14T13:37:49.522214Z"},"links":{"citing_paper":"/paper/1908.04957"},"observation_digest":"sha256:060538df78b4bd49469412e9f6bd83797103181c08f3eab232cd018b91c205ff","observation_id":"27ee5c21-0dfa-4819-9582-e429606a89ae","resolution":{"observed_at":"2026-08-14T13:37:49.562295Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"state":"measured"}}],"paper":{"arxiv_id":"1908.04957","last_updated":"2020-05-30T07:21:20Z","latest_version":3,"primary_category":"stat.ME","snapshot_observed_at":"2026-08-16T04:44:27.807124Z","submitted_at":"2019-08-14T05:12:52Z","title":"Large-dimensional Factor Analysis without Moment Constraints"},"reference_resolution":{"displayed":24,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":3,"verified_exact":0,"verified_fuzzy":21},"total_outbound_references":24},"refusal":"A citation records a reference. It does not transfer a finding from one paper to another.","schema":"pith.paper-citation-record.v1","standing_sources":[{"observed_at":"2026-08-16T06:30:59.297886+00:00","source":"crossref"},{"observed_at":"2026-08-16T06:30:54.164669+00:00","source":"retraction_watch"}],"thesis":"As of 16 August 2026, this Paper Citation Record lists 24 of 24 outbound references and 0 inbound Pith citation observations for arXiv:1908.04957."}