Testing Separability of High-Dimensional Covariance Matrices | Paper Citation Record

Observation f231bd08-c238-48af-a1e2-48a467171b1a · outbound

This paper cites Allen and Robert Tibshirani.

Testing Separability of High-Dimensional Covariance Matrices Allen and Robert Tibshirani

Reference 1

Resolution: unresolved; no resolver link, observed 2026-08-15T19:17:28.250271Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation d4bf1dcf-c740-4a79-bf00-ff7453dac421 · outbound

This paper cites Wiley, 2003.

Testing Separability of High-Dimensional Covariance Matrices Wiley, 2003

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-15T19:17:28.254937Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9bdfdb2e-a5ee-47a8-802d-f9fc6d0404d4 · outbound

This paper cites Artin.The Gamma Function.

Testing Separability of High-Dimensional Covariance Matrices Artin.The Gamma Function

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.917402Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 628b600e-5578-4958-83b6-95e5ba4d2a41 · outbound

This paper cites an unresolved cited work.

Testing Separability of High-Dimensional Covariance Matrices Unresolved cited work

Reference 4

Resolution: unresolved; raw_fallback, observed 2026-08-15T19:17:29.903375Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 7cb40a8e-f536-4eb4-9605-c1f2f2c36694 · outbound

This paper cites Silverstein.Spectral Analysis of Large Dimensional Random Matri- ces.

Testing Separability of High-Dimensional Covariance Matrices Silverstein.Spectral Analysis of Large Dimensional Random Matri- ces

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.890158Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 3f262ee0-60cc-4786-bea0-20062d0a914f · outbound

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

Testing Separability of High-Dimensional Covariance Matrices On sample eigenvalues in a generalized spiked population model.J

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.875617Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 50e60af8-f696-4fd6-84c3-d722362fdb2f · outbound

This paper cites Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices.Ann.

Testing Separability of High-Dimensional Covariance Matrices Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices.Ann

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.862604Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 30bab792-df9f-477f-bf7c-12bf8b6e2555 · outbound

This paper cites Silverstein.

Testing Separability of High-Dimensional Covariance Matrices Silverstein

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.848841Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 7b5212ea-c970-4fde-9b17-df95c0f2075a · outbound

This paper cites Universality for the largest eigenvalue of sample covariance matrices with general population.Ann.

Testing Separability of High-Dimensional Covariance Matrices Universality for the largest eigenvalue of sample covariance matrices with general population.Ann

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.835710Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 4ceb7754-5098-48ab-9972-113d18b6e110 · outbound

This paper cites Tony Cai, Xiao Han, and Guangming Pan.

Testing Separability of High-Dimensional Covariance Matrices Tony Cai, Xiao Han, and Guangming Pan

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.821569Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 77501397-35d9-427d-9bf3-20dad89b46e1 · outbound

This paper cites Chen and G.M.

Testing Separability of High-Dimensional Covariance Matrices Chen and G.M

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.808192Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation fd02e43b-b2d9-486d-807b-250865881565 · outbound

This paper cites Testing separability of space–time functional processes.Biometrika, 104(2):425–437, 2017.

Testing Separability of High-Dimensional Covariance Matrices Testing separability of space–time functional processes.Biometrika, 104(2):425–437, 2017

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.794595Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 54b0c188-9751-415a-bff8-2d80d4eb24d9 · outbound

This paper cites Maximum likelihood estimation for matrix normal models via quiver representations.SIAM J.

Testing Separability of High-Dimensional Covariance Matrices Maximum likelihood estimation for matrix normal models via quiver representations.SIAM J

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.779604Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 34beeb09-f7a8-4ad2-9c9b-0a8ccf4258a7 · outbound

This paper cites Maximum likelihood estimation for tensor normal models via castling transforms.Forum math.

Testing Separability of High-Dimensional Covariance Matrices Maximum likelihood estimation for tensor normal models via castling transforms.Forum math

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.764803Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 5b6ad7fe-301d-425d-a41d-c581d151053a · outbound

This paper cites Diaconis and D.

Testing Separability of High-Dimensional Covariance Matrices Diaconis and D

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.749541Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 11eab10e-cb65-45d0-8fa3-d61b002c7f1c · outbound

This paper cites Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices.Stat.

Testing Separability of High-Dimensional Covariance Matrices Some sphericity tests for high dimensional data based on ratio of the traces of sample covariance matrices.Stat

Reference 16

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.736797Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation f249b9f7-0c1c-4cfb-a309-0e3d16bbf1d4 · outbound

This paper cites Rational maximum likelihood estimators of kronecker covariance matrices.Algebr.

Testing Separability of High-Dimensional Covariance Matrices Rational maximum likelihood estimators of kronecker covariance matrices.Algebr

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.722296Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 3815f22f-501d-4b33-8b6b-8eaefbeb06c4 · outbound

This paper cites Existence and uniqueness of the kronecker covariance mle.Ann.

Testing Separability of High-Dimensional Covariance Matrices Existence and uniqueness of the kronecker covariance mle.Ann

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.706101Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 80ab8170-51cb-48dd-b75a-c6da28a55d75 · outbound

This paper cites The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case.J.

Testing Separability of High-Dimensional Covariance Matrices The largest eigenvalues of sample covariance matrices for a spiked population: Diagonal case.J

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.692319Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 84bd6a7a-f9db-45a9-acc6-05d41e00185d · outbound

This paper cites Fisher, Xiaoqian Sun, and Colin M.

Testing Separability of High-Dimensional Covariance Matrices Fisher, Xiaoqian Sun, and Colin M

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.678867Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation a47f2cc4-68f5-46f0-85be-e082d2bdcd4e · outbound

This paper cites Near optimal sample complexity for matrix and tensor normal models via geodesic convexity.Ann.

Testing Separability of High-Dimensional Covariance Matrices Near optimal sample complexity for matrix and tensor normal models via geodesic convexity.Ann

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.664535Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 92ed97a2-f19d-4590-9ce3-04de9c615e9d · outbound

This paper cites near optimal sample complexity for matrix and tensor normal models via geodesic convexity.

Testing Separability of High-Dimensional Covariance Matrices near optimal sample complexity for matrix and tensor normal models via geodesic convexity

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.650991Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 1ea13adf-4464-4982-9da7-f2ad04011233 · outbound

This paper cites A higher-order lq decomposition for separable covariance models.

Testing Separability of High-Dimensional Covariance Matrices A higher-order lq decomposition for separable covariance models

Reference 23

Resolution: unresolved; no resolver link, observed 2026-08-15T19:17:28.456861Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9f6f5e3e-553b-4c21-8506-cb121601231e · outbound

This paper cites Testing the first- order separability hypothesis for spatio-temporal point patterns.Comput.

Testing Separability of High-Dimensional Covariance Matrices Testing the first- order separability hypothesis for spatio-temporal point patterns.Comput

Reference 24

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.628935Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation c0b5d64b-f6e2-4bce-b630-93ba458ddb01 · outbound

This paper cites Nonseparable, stationary covariance functions for space–time data.J.

Testing Separability of High-Dimensional Covariance Matrices Nonseparable, stationary covariance functions for space–time data.J

Reference 25

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.614294Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation a1f2240e-0c0b-43d5-b0ac-06c0a249970d · outbound

This paper cites Genton, and Peter Guttorp.

Testing Separability of High-Dimensional Covariance Matrices Genton, and Peter Guttorp

Reference 26

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.598922Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 9442e6cf-e656-430d-8197-3404abaf7e9d · outbound

This paper cites On the Rate of Convergence to the Marchenko--Pastur Distribution.

Testing Separability of High-Dimensional Covariance Matrices On the Rate of Convergence to the Marchenko--Pastur Distribution

Reference 27

Resolution: unresolved; no resolver link, observed 2026-08-15T19:17:28.473695Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ac34ee52-fc8d-4f50-90e6-22f735b58573 · outbound

This paper cites The tracy-widom law for the largest eigenvalue of f type matrix.Ann.

Testing Separability of High-Dimensional Covariance Matrices The tracy-widom law for the largest eigenvalue of f type matrix.Ann

Reference 28

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.585882Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 08bb59a6-063e-4253-b24c-c9cb53a6b19e · outbound

This paper cites Asymptotic independence of point process and Frobenius norm of a large sample covariance matrix.

Testing Separability of High-Dimensional Covariance Matrices Asymptotic independence of point process and Frobenius norm of a large sample covariance matrix

Reference 29

Resolution: unresolved; no resolver link, observed 2026-08-15T19:17:28.481795Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 6a096f38-76a4-40ac-9498-95813ae5a17f · outbound

This paper cites an unresolved cited work.

Testing Separability of High-Dimensional Covariance Matrices Unresolved cited work

Reference 30

Resolution: unresolved; raw_fallback, observed 2026-08-15T19:17:29.572859Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 6f1056ff-5c2b-4285-9dfc-5d6c83065d61 · outbound

This paper cites an unresolved cited work.

Testing Separability of High-Dimensional Covariance Matrices Unresolved cited work

Reference 31

Resolution: unresolved; raw_fallback, observed 2026-08-15T19:17:29.558854Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 34e6b1c7-ba79-4ad7-ab40-0deb8ca998a0 · outbound

This paper cites Testing stationarity of functional time series.J.

Testing Separability of High-Dimensional Covariance Matrices Testing stationarity of functional time series.J

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.545896Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 31031469-bd4a-41ac-a80b-f17d3cf39268 · outbound

This paper cites Generalized four moment theorem and an application to clt for spiked eigenvalues of high-dimensional covariance matrices.Bernoulli, 27(1):274–294, 2021.

Testing Separability of High-Dimensional Covariance Matrices Generalized four moment theorem and an application to clt for spiked eigenvalues of high-dimensional covariance matrices.Bernoulli, 27(1):274–294, 2021

Reference 33

Resolution: unresolved; no resolver link, observed 2026-08-15T19:17:28.500323Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 1162c448-e3ff-4e97-98d7-f47408ca3aff · outbound

This paper cites Partial generalized four moment theorem revisited.Bernoulli, 27(4):2337–2352, 2021.

Testing Separability of High-Dimensional Covariance Matrices Partial generalized four moment theorem revisited.Bernoulli, 27(4):2337–2352, 2021

Reference 34

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.523909Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 7f9b5626-86fa-4900-8ae1-b6c469d3f3c6 · outbound

This paper cites Spectral analysis of matrix scaling and operator scaling.SIAM J.

Testing Separability of High-Dimensional Covariance Matrices Spectral analysis of matrix scaling and operator scaling.SIAM J

Reference 35

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.510602Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 315f354e-6bd0-4fa6-823c-ec3b43ba92e0 · outbound

This paper cites Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size.Ann.

Testing Separability of High-Dimensional Covariance Matrices Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size.Ann

Reference 36

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.497872Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation cc88edda-c181-40a4-a0ea-32111db7a8bb · outbound

This paper cites Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population.Ann.

Testing Separability of High-Dimensional Covariance Matrices Tracy-widom distribution for the largest eigenvalue of real sample covariance matrices with general population.Ann

Reference 37

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.484886Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation f4ae12ae-31ac-4e6f-ab83-6fa74ebc7fdf · outbound

This paper cites Lehmann and Joseph P.

Testing Separability of High-Dimensional Covariance Matrices Lehmann and Joseph P

Reference 38

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.469835Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 59ab1bc9-429f-454f-8acc-8dce70477105 · outbound

This paper cites Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size.Electron.

Testing Separability of High-Dimensional Covariance Matrices Testing the sphericity of a covariance matrix when the dimension is much larger than the sample size.Electron

Reference 39

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.454987Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 627ce2c7-ccce-4e80-843d-33aedaab0062 · outbound

This paper cites Lindquist.

Testing Separability of High-Dimensional Covariance Matrices Lindquist

Reference 40

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.440175Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 6117ce73-11c4-473a-a863-f431481acb3d · outbound

This paper cites Linton and Haihan Tang.

Testing Separability of High-Dimensional Covariance Matrices Linton and Haihan Tang

Reference 41

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.426470Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 8081bd2e-3f47-45eb-9ede-e8e784599644 · outbound

This paper cites Van Loan.

Testing Separability of High-Dimensional Covariance Matrices Van Loan

Reference 42

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.413114Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation c4ac5c58-d79c-4e2d-9484-c087ae1fb620 · outbound

This paper cites Zimmerman.

Testing Separability of High-Dimensional Covariance Matrices Zimmerman

Reference 43

Resolution: unresolved; no resolver link, observed 2026-08-15T19:17:28.544368Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation aede7d0e-1e2e-4546-8208-1e21e65690f5 · outbound

This paper cites Manceur and Pierre Dutilleul.

Testing Separability of High-Dimensional Covariance Matrices Manceur and Pierre Dutilleul

Reference 44

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.391436Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation b53bbb89-ef87-4c99-b96d-d07e0db3acde · outbound

This paper cites Manceur and Pierre Dutilleul.

Testing Separability of High-Dimensional Covariance Matrices Manceur and Pierre Dutilleul

Reference 45

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.378986Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation ec82b558-7a3b-4a66-8149-7d6e89aefe4c · outbound

This paper cites The eigenvalue distribution in some ensembles of random matrices.Math.

Testing Separability of High-Dimensional Covariance Matrices The eigenvalue distribution in some ensembles of random matrices.Math

Reference 46

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.365949Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation e6449867-8681-4b2d-a808-ee81959d3e20 · outbound

This paper cites Panaretos.

Testing Separability of High-Dimensional Covariance Matrices Panaretos

Reference 47

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.352773Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 944a602c-26a2-4342-8663-d1228ecacd03 · outbound

This paper cites Panaretos.

Testing Separability of High-Dimensional Covariance Matrices Panaretos

Reference 48

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.340308Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 564f68ac-e57f-4b17-a5a0-11cb268b8b2e · outbound

This paper cites an unresolved cited work.

Testing Separability of High-Dimensional Covariance Matrices Unresolved cited work

Reference 49

Resolution: unresolved; raw_fallback, observed 2026-08-15T19:17:29.327534Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation d6e90b53-4490-4e28-93fe-09f5d17e18a7 · outbound

This paper cites Mitchell, Marc G.

Testing Separability of High-Dimensional Covariance Matrices Mitchell, Marc G

Reference 50

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.314295Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 13d8b1d4-f828-4e5b-8da0-a4ac617c2eac · outbound

This paper cites A differential geometric approach to the geometric mean of symmetric positive-definite matrices.SIAM J.

Testing Separability of High-Dimensional Covariance Matrices A differential geometric approach to the geometric mean of symmetric positive-definite matrices.SIAM J

Reference 51

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.301544Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 305b5340-6dfe-4595-bf82-e28d051f1976 · outbound

This paper cites Neudecker.

Testing Separability of High-Dimensional Covariance Matrices Neudecker

Reference 52

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.287452Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation b4c5a26b-7b95-49ea-8d2b-4c276c5565e8 · outbound

This paper cites A riemannian framework for tensor computing.Int.

Testing Separability of High-Dimensional Covariance Matrices A riemannian framework for tensor computing.Int

Reference 53

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.274457Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 42d1d990-63ac-499b-8f53-0260f4cae5d5 · outbound

This paper cites an unresolved cited work.

Testing Separability of High-Dimensional Covariance Matrices Unresolved cited work

Reference 54

Resolution: unresolved; raw_fallback, observed 2026-08-15T19:17:29.260300Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 2621bca8-c468-45d1-a756-79617d1aae5a · outbound

This paper cites Dimension-free structured covariance estimation.Proc.

Testing Separability of High-Dimensional Covariance Matrices Dimension-free structured covariance estimation.Proc

Reference 55

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.245946Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 6b1fd28d-1ca5-4614-8a0c-18b6120b4cf3 · outbound

This paper cites Asymptotic normality for eigenvalue statistics of a general sample covariance matrix whenp/n→∞and applications.Ann.

Testing Separability of High-Dimensional Covariance Matrices Asymptotic normality for eigenvalue statistics of a general sample covariance matrix whenp/n→∞and applications.Ann

Reference 56

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.232300Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 29edaae3-fab2-453c-9528-fa988045f0d2 · outbound

This paper cites de Mucnk, and Mathisca C.M.

Testing Separability of High-Dimensional Covariance Matrices de Mucnk, and Mathisca C.M

Reference 57

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.217633Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation aee8909d-95d7-46b3-80eb-14ae1588bbb5 · outbound

This paper cites Hanson-wright inequality and sub-gaussian concentra- tion.Electron.

Testing Separability of High-Dimensional Covariance Matrices Hanson-wright inequality and sub-gaussian concentra- tion.Electron

Reference 58

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.203398Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation f0306a11-c657-412d-a153-fcda2858144c · outbound

This paper cites Silverstein and Bai Z.

Testing Separability of High-Dimensional Covariance Matrices Silverstein and Bai Z

Reference 59

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.189703Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 5c63d666-2ea7-4ac1-a28e-0a48bb3be2f9 · outbound

This paper cites Simpson, Lloyd J.

Testing Separability of High-Dimensional Covariance Matrices Simpson, Lloyd J

Reference 60

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.175236Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 976277be-40c1-4310-9ba1-f5caea3191f0 · outbound

This paper cites A riemannian geometry of the multivariate normal model.Scand.

Testing Separability of High-Dimensional Covariance Matrices A riemannian geometry of the multivariate normal model.Scand

Reference 61

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.160602Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 9ed3affd-48e6-4dfc-aa8e-6522b51c96a0 · outbound

This paper cites Soloveychik and D.

Testing Separability of High-Dimensional Covariance Matrices Soloveychik and D

Reference 62

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.147245Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 35c72869-813c-4138-a598-aa00f84ff3ef · outbound

This paper cites Covariance Estimation for Matrix-variate Data via Fixed-rank Core Covariance Geometry.

Testing Separability of High-Dimensional Covariance Matrices Covariance Estimation for Matrix-variate Data via Fixed-rank Core Covariance Geometry

Reference 63

Resolution: verified exact; local_arxiv, observed 2026-08-15T19:17:28.862406Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 34fdaffb-1935-4cb9-8595-ed9e56fe3025 · outbound

This paper cites R package version 1.1.0.

Testing Separability of High-Dimensional Covariance Matrices R package version 1.1.0

Reference 64

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.134351Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 79ac156c-0529-42a4-9d0a-d89c22ec94f8 · outbound

This paper cites Hero III, and Shuheng Zhou.

Testing Separability of High-Dimensional Covariance Matrices Hero III, and Shuheng Zhou

Reference 65

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.120717Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 30958b77-9fc7-4491-9f6a-32aad42dbc0c · outbound

This paper cites Hero III.

Testing Separability of High-Dimensional Covariance Matrices Hero III

Reference 66

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.107106Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 4defd6ca-2201-4918-9a4b-e4069e937135 · outbound

This paper cites On the sphericity test with large-dimensional observations.

Testing Separability of High-Dimensional Covariance Matrices On the sphericity test with large-dimensional observations

Reference 67

Resolution: unresolved; no resolver link, observed 2026-08-15T19:17:28.646175Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9dc82ffe-330e-4040-bdf8-15de17d2439a · outbound

This paper cites High-dimensional sphericity test by extended likelihood ratio.Metrika, 84:1169—-1212, 2021.

Testing Separability of High-Dimensional Covariance Matrices High-dimensional sphericity test by extended likelihood ratio.Metrika, 84:1169—-1212, 2021

Reference 68

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.083929Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 85ce982f-3a70-457d-96ad-f92467114ecc · outbound

This paper cites Testing kronecker product covariance matrices for high-dimensional matrix-variate data.Biometrika, 110(3):799––814, 2023.

Testing Separability of High-Dimensional Covariance Matrices Testing kronecker product covariance matrices for high-dimensional matrix-variate data.Biometrika, 110(3):799––814, 2023

Reference 69

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.070929Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation d4c37c32-b157-4da2-b015-ec972af8c92e · outbound

This paper cites Springer, New York, 2nd edition, 2011.

Testing Separability of High-Dimensional Covariance Matrices Springer, New York, 2nd edition, 2011

Reference 70

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.057176Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 2e8a89e8-7e67-4303-a3ea-8f6efeea527a · outbound

This paper cites Positivity of matrices with generalized matrix functions.Acta Math.

Testing Separability of High-Dimensional Covariance Matrices Positivity of matrices with generalized matrix functions.Acta Math

Reference 71

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.043974Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 65a47b8f-1004-4ea5-ac18-637c2d6f3066 · outbound

This paper cites 34 Proof of Proposition 4.As an analogy to the proof of Proposition 1, it suffices to show that the singular values ofR( ˆC) do not depend on the value ofK.

Testing Separability of High-Dimensional Covariance Matrices 34 Proof of Proposition 4.As an analogy to the proof of Proposition 1, it suffices to show that the singular values ofR( ˆC) do not depend on the value ofK

Reference 72

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.030351Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation c3517ae7-1f32-478a-bd08-bcaaa2d2029d · outbound

This paper cites an unresolved cited work.

Testing Separability of High-Dimensional Covariance Matrices Unresolved cited work

Reference 73

Resolution: unresolved; raw_fallback, observed 2026-08-15T19:17:29.017020Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 2428910b-37bb-4e84-94dd-105b63fe2d87 · outbound

This paper cites Hence,p 1 = 1 and similarly,p 2 = 1, wherer= 2.

Testing Separability of High-Dimensional Covariance Matrices Hence,p 1 = 1 and similarly,p 2 = 1, wherer= 2

Reference 74

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:29.002703Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 15a83f0d-7439-4363-94a3-1048e72bfd0b · outbound

This paper cites Thenp 2|p2 2−1 only whenp 2 = 1, which is a contradiction.

Testing Separability of High-Dimensional Covariance Matrices Thenp 2|p2 2−1 only whenp 2 = 1, which is a contradiction

Reference 75

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:28.988667Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 0ecac993-6a9f-4aa3-89d5-a7f3a30e90ac · outbound

This paper cites •(p 1,p 2,r) = (p 2r,p 2,r): Recall from the proof of Theorem 1, ifOis partitioned as [O 1,...,O r], where each block hasp 2 columns,A i =√p2Oi.

Testing Separability of High-Dimensional Covariance Matrices •(p 1,p 2,r) = (p 2r,p 2,r): Recall from the proof of Theorem 1, ifOis partitioned as [O 1,...,O r], where each block hasp 2 columns,A i =√p2Oi

Reference 76

Resolution: malformed identifier; raw_fallback, observed 2026-08-15T19:17:28.974686Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 39447fd8-bef6-4110-a769-9403abe5d7f7 · outbound

This paper cites Since|| ˜K−1−Ip||2 =O p(an) by (A4), Lemma A.19 withQ=I p implies that ˆE+ =E + +O(an) given ˜K.

Testing Separability of High-Dimensional Covariance Matrices Since|| ˜K−1−Ip||2 =O p(an) by (A4), Lemma A.19 withQ=I p implies that ˆE+ =E + +O(an) given ˜K

Reference 77

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:28.959048Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 6c7c3dc2-dab1-4893-bdc9-3c65de058a86 · outbound

This paper cites For the consistency ofϕ 2 1, denote the event that|| ˜K−I p||2 =O(a n) byE n.Then by the law of iterated expectation, βn(ϕ2.

Testing Separability of High-Dimensional Covariance Matrices For the consistency ofϕ 2 1, denote the event that|| ˜K−I p||2 =O(a n) byE n.Then by the law of iterated expectation, βn(ϕ2

Reference 78

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:28.945453Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 0f61d3ae-8f6c-4ae4-99c1-406f9b8e6f5f · outbound

This paper cites Hence, the claim is proved ifP I,C (ϕ1 1(Y) = 1,E n| ˜K) converges to 1 by the dominated convergence theorem.

Testing Separability of High-Dimensional Covariance Matrices Hence, the claim is proved ifP I,C (ϕ1 1(Y) = 1,E n| ˜K) converges to 1 by the dominated convergence theorem

Reference 79

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:28.931903Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation aa32e97f-c1ee-4eef-bc8e-c204367fce74 · outbound

This paper cites Also, note thatλ 1(C)/λ= 1 +c.

Testing Separability of High-Dimensional Covariance Matrices Also, note thatλ 1(C)/λ= 1 +c

Reference 80

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:28.917812Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation 3ae26b02-c7f1-47ca-a30b-c3df51867b51 · outbound

This paper cites We examine whether the above result holds when Σ is a core covariance matrix with a rank−r partial isotropic structure, focusing onr= 1,2.

Testing Separability of High-Dimensional Covariance Matrices We examine whether the above result holds when Σ is a core covariance matrix with a rank−r partial isotropic structure, focusing onr= 1,2

Reference 81

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T19:17:28.904335Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Observation afb4a7f6-69e3-4576-85a3-07804a784474 · outbound

This paper cites Here (p 1,p 2,n) = (20,20,1600).

Testing Separability of High-Dimensional Covariance Matrices Here (p 1,p 2,n) = (20,20,1600)

Reference 82

Resolution: verified exact; raw_fallback, observed 2026-08-15T19:17:28.842661Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-17T06:30:58.91139+00:00.

Coverage vector

Reference resolution

Outbound references

Pith citing papers