Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices
As of 8 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:2404.14751.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-08T06:32:00.761636+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-02T08:01:15.835262Z
A source-named dated measurement, never combined with another source.
Source: pith, observed 2026-07-10T13:17:05.953632Z
Reference resolution
0 of 0 outbound references displayed
- verified exact0
- verified fuzzy0
- unresolved0
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
No outbound reference observations are available for this paper version.
Pith citing papers
Observation 3e31f1f5-9899-4928-bbd1-22feb2dc3d86 · inbound
Bias-Corrected Multiplier Bootstrap Inference for Spectral Edges of Large Covariance Matrices cites this paper.
Bias-Corrected Multiplier Bootstrap Inference for Spectral Edges of Large Covariance Matrices Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices
Reference 150
- Resolution
- verified exact
- local_arxiv, observed 2026-07-10T13:17:05.954990Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.
Observation 541d8a10-1141-4741-87d9-73c0cb906302 · inbound
Bias-Corrected Multiplier Bootstrap Inference for Spectral Edges of Large Covariance Matrices cites this paper.
Bias-Corrected Multiplier Bootstrap Inference for Spectral Edges of Large Covariance Matrices Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices
Reference 68
- Resolution
- unresolved
- no resolver link, observed 2026-08-02T08:01:15.835262Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 6daecb93-aab8-41f5-a218-35eab1753113 · inbound
Adaptable Regularized CCA Tests for Independence of High-Dimensional Random Vectors cites this paper.
Adaptable Regularized CCA Tests for Independence of High-Dimensional Random Vectors Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices
Reference 121
- Resolution
- unresolved
- no resolver link, observed 2026-07-14T11:15:04.329014Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.