Paper Citation Record · LEDGER

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions

As of 10 August 2026, this Paper Citation Record lists 47 of 47 outbound references and 0 inbound Pith citation observations for arXiv:2502.02006.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2502.02006 v4

Coverage vector

measured 47 of 47 reference resolution

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Reference resolution

47 of 47 outbound references displayed

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External citation measurements

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Outbound references

Observation a8b0d9ef-50bf-40d5-81f2-ae242d60d2bd · outbound

This paper cites write newline.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions write newline

Reference 1

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Observation b73dd76d-0990-434c-9ff2-8e29c83216f9 · outbound

This paper cites Asymptotic theory for principal component analysis.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Asymptotic theory for principal component analysis

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:18.116726Z

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Observation 3d2e76eb-9880-4c15-822a-ad5ee1be889e · outbound

This paper cites an unresolved cited work.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Unresolved cited work

Reference 3

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Observation 5848c2b1-cf2c-42d4-bbdc-28db413799b8 · outbound

This paper cites Lectures on the local semicircle law for Wigner matrices.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Lectures on the local semicircle law for Wigner matrices

Reference 4

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Observation 0bf6cf61-eeb2-4b22-b6f8-0fc6cb8e6232 · outbound

This paper cites Effect of high dimension: B y an example of a two sample problem.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Effect of high dimension: B y an example of a two sample problem

Reference 5

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Observation b406ceba-a107-45d5-868b-5ba5e6e25f01 · outbound

This paper cites Silverstein, et al.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Silverstein, et al

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:18.079531Z

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Observation 9fdcbfb1-3f06-4aaf-9338-6fb1fea742c3 · outbound

This paper cites Bergin and P.M.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Bergin and P.M

Reference 7

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Observation f3fab66f-948d-4290-98fe-0514484b90c6 · outbound

This paper cites On sample eigenvalues in a generalized spiked population model.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions On sample eigenvalues in a generalized spiked population model

Reference 8

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Observation 57054d8d-84cd-4b28-ad1a-0d04f0d413c6 · outbound

This paper cites Carton-Lebrun.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Carton-Lebrun

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:18.040772Z

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Observation e05df39e-ad68-400f-b679-ceca893b3c5b · outbound

This paper cites Robust spiked random matrices and a robust G-MUSIC estimator.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Robust spiked random matrices and a robust G-MUSIC estimator

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:18.028454Z

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Observation f63fbbb6-eda4-4050-8a27-372a3fe8201d · outbound

This paper cites A two-sample test for high-dimensional data with applications to gene-set testing.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions A two-sample test for high-dimensional data with applications to gene-set testing

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:18.016148Z

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Observation 450d26a6-973e-40cc-8be0-90423cc9110c · outbound

This paper cites Eldar, and Alfred O.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Eldar, and Alfred O

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:18.003158Z

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Observation 61362ba5-bbc8-409c-a5bb-4f87a30a066d · outbound

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Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Unresolved cited work

Reference 13

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Observation 38a5708d-f600-4437-bb16-e6e8022bd060 · outbound

This paper cites Donoho, Matan Gavish, and Iain M.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Donoho, Matan Gavish, and Iain M

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.978273Z

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Observation 53947a2a-ac79-4121-b5dc-7d23de459d17 · outbound

This paper cites Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices

Reference 15

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Observation 7a569d2c-e8b5-41cf-8954-4183208a0704 · outbound

This paper cites Dey and C.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Dey and C

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.965999Z

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Observation 181e1422-5a01-4fbd-b815-234b8642c22a · outbound

This paper cites On the L iapunoff limit of error in the theory of probability.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions On the L iapunoff limit of error in the theory of probability

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.954492Z

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Observation bedfd56d-bf9f-40eb-ba25-f6b66676998b · outbound

This paper cites Hero III, Neal Patwari, and Kumar Sricharan.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Hero III, Neal Patwari, and Kumar Sricharan

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.942369Z

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Observation 2ec56c23-6131-4b6b-9a0f-719badc37007 · outbound

This paper cites Johnstone and Arthur Yu Lu.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Johnstone and Arthur Yu Lu

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.929949Z

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Observation 8a47d68e-c6af-44c7-ae5d-9a3c037ef2a3 · outbound

This paper cites Johnstone.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Johnstone

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.917440Z

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Observation daff3607-99a8-4ccc-a12f-6316d4769fb5 · outbound

This paper cites High-dimensional covariance matrix estimation with application to H otelling’s tests.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions High-dimensional covariance matrix estimation with application to H otelling’s tests

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.903927Z

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Observation 143973ce-4796-4e2c-8e1b-a6596727fdd9 · outbound

This paper cites Anisotropic local laws for random matrices.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Anisotropic local laws for random matrices

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.891760Z

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Observation 8073625e-5154-4210-8fbe-eeb913df866c · outbound

This paper cites An adaptable generalization of H otelling's T^2 test in high dimension.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions An adaptable generalization of H otelling's T^2 test in high dimension

Reference 23

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Observation e9b70bcd-1ae3-45ff-9e0d-3e49dedbb685 · outbound

This paper cites Eigenvectors of some large sample covariance matrix ensembles.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Eigenvectors of some large sample covariance matrix ensembles

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.868186Z

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Observation 9ab8ddf6-ec56-4115-8b5f-d0f0224abf89 · outbound

This paper cites Eigenvector overlaps in large sample covariance matrices and nonlinear shrinkage estimators.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Eigenvector overlaps in large sample covariance matrices and nonlinear shrinkage estimators

Reference 25

Resolution: verified exact; local_arxiv, observed 2026-08-09T13:52:17.606491Z

Source-reported events for the cited work

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Observation 9a118f9e-3d67-454b-bea9-e5e7006150f2 · outbound

This paper cites The Local Ledoit-Peche Law.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions The Local Ledoit-Peche Law

Reference 26

Resolution: verified exact; local_arxiv, observed 2026-08-09T13:52:17.591488Z

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Observation 186ca741-99e1-4cc3-87de-cc2cb809c821 · outbound

This paper cites A well-conditioned estimator for large-dimensional covariance matrices.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions A well-conditioned estimator for large-dimensional covariance matrices

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.857183Z

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Observation f241fb72-72ba-4542-b781-2c17bc438364 · outbound

This paper cites Direct nonlinear shrinkage estimation of large-dimensional covariance matrices.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Direct nonlinear shrinkage estimation of large-dimensional covariance matrices

Reference 28

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Source-reported events for the cited work

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Observation 32274693-4822-47a6-bdbb-8ba046050cb6 · outbound

This paper cites Nonlinear shrinkage of the covariance matrix for portfolio selection: M arkowitz meets G oldilocks.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Nonlinear shrinkage of the covariance matrix for portfolio selection: M arkowitz meets G oldilocks

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.838467Z

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No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Observation 277718ed-b477-4945-b784-94e363c62370 · outbound

This paper cites Optimal estimation of a large-dimensional covariance matrix under S tein's loss.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Optimal estimation of a large-dimensional covariance matrix under S tein's loss

Reference 30

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.827882Z

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No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Observation d393b29b-1b13-4634-9429-79fb96bfff61 · outbound

This paper cites Analytical nonlinear shrinkage of large-dimensional covariance matrices.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Analytical nonlinear shrinkage of large-dimensional covariance matrices

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.815327Z

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Observation df5664de-3e5a-471d-9abf-eb3032a22e27 · outbound

This paper cites Quadratic shrinkage for large covariance matrices.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Quadratic shrinkage for large covariance matrices

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.804380Z

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No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Observation 9f709384-728a-439c-a959-90ad0cd91951 · outbound

This paper cites Finite sample size effect on minimum variance beamformers: O ptimum diagonal loading factor for large arrays.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Finite sample size effect on minimum variance beamformers: O ptimum diagonal loading factor for large arrays

Reference 33

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.791660Z

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Observation 36960e1c-65d4-45e2-b800-7a0b761d56f8 · outbound

This paper cites Mar c enko and Leonid Andreevich Pastur.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Mar c enko and Leonid Andreevich Pastur

Reference 34

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.780043Z

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Observation 4babed2f-89a8-4264-af87-c5365f0a19ac · outbound

This paper cites Muirhead.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Muirhead

Reference 35

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.769687Z

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No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Observation 1f0ccf3b-e277-45b5-9986-e83791411698 · outbound

This paper cites Optshrink: A n algorithm for improved low-rank signal matrix denoising by optimal, data-driven singular value shrinkage.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Optshrink: A n algorithm for improved low-rank signal matrix denoising by optimal, data-driven singular value shrinkage

Reference 36

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.759900Z

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Observation 68e37417-3f7a-4e8f-a685-e988d957cd87 · outbound

This paper cites High-dimensional linear models: A random matrix perspective.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions High-dimensional linear models: A random matrix perspective

Reference 37

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.749154Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Observation a6d4a04e-db0f-4c93-8ec3-9618194c1909 · outbound

This paper cites On the Local Regularity of the Hilbert Transform.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions On the Local Regularity of the Hilbert Transform

Reference 38

Resolution: verified exact; local_arxiv, observed 2026-08-09T13:52:17.575273Z

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No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Observation 7727a143-1090-4275-90f1-dfaa3358803e · outbound

This paper cites an unresolved cited work.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Unresolved cited work

Reference 39

Resolution: unresolved; raw_fallback, observed 2026-08-09T13:52:17.738033Z

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Observation 35b8dc2f-1c59-44b2-9066-a1fb4acf5328 · outbound

This paper cites Robinson, Robert Malinas, and Alfred O.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Robinson, Robert Malinas, and Alfred O

Reference 40

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.726471Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Observation c1322b84-d5d2-4cdd-8daf-d968942961ce · outbound

This paper cites Robinson, Robert Malinas, Van Latimer, Beth Morrison, and Alfred O.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Robinson, Robert Malinas, Van Latimer, Beth Morrison, and Alfred O

Reference 41

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.713956Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Observation 49b95109-c30c-4276-95dc-1de1de7d3eed · outbound

This paper cites Hanson-- W right inequality and sub-gaussian concentration.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Hanson-- W right inequality and sub-gaussian concentration

Reference 42

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.702533Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Observation 6ac79890-c708-4cb6-b8bf-c0bb71ed6e69 · outbound

This paper cites Silverstein and Z.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Silverstein and Z

Reference 43

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.690026Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Observation d1affb56-dffa-4b77-a74f-5a8f3db91c09 · outbound

This paper cites Silverstein, Sang-Il Choi, et al.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Silverstein, Sang-Il Choi, et al

Reference 44

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.678863Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Observation 59a8415c-5710-4da6-9647-5102f2cd8832 · outbound

This paper cites Silverstein.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Silverstein

Reference 45

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.666858Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Observation 1d054c09-97ff-4f81-87d1-4526382a6a5a · outbound

This paper cites Estimation of a covariance matrix, R ietz lecture.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Estimation of a covariance matrix, R ietz lecture

Reference 46

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.655443Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Observation 71358049-f04c-415c-897f-f2ca286c9591 · outbound

This paper cites A distribution-free M -estimator of multivariate scatter.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions A distribution-free M -estimator of multivariate scatter

Reference 47

Resolution: verified fuzzy; raw_fallback, observed 2026-08-09T13:52:17.642863Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-09T06:31:02.800959+00:00.

Pith citing papers

No inbound Pith citation observations are available.