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Paper Citation Record · LEDGER

Asymptotic independence of point process and Frobenius norm of a large sample covariance matrix

As of 17 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2302.13914.

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

pith.paper-citation-record.v1
2302.13914 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 2 of 2 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-17T06:30:58.91139+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-15T19:17:28.481795Z

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: arxiv_reference, observed 2026-05-19T07:57:09.679894Z

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 f414f134-15a2-48ce-955d-0124dd2214f2 · inbound

Testing Separability of High-Dimensional Covariance Matrices cites this paper.

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

Reference 21

Resolution
verified exact
arxiv_id, observed 2026-05-19T07:57:09.682501Z

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.

source=pdf_text observed=2026-05-19T07:56:23.726715Z digest=sha256:eeeb7d8837a2cbf96f0e67d80336433ff010f07bce939b6be4bed232803517f7

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

Testing Separability of High-Dimensional Covariance Matrices cites this paper.

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.

source=pdf_text observed=2026-08-15T19:17:28.481795Z digest=sha256:60c575670a517b80c96422aace6ab6da35e65d3aaa8cacef8721f4463886c55d