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Paper Citation Record · LEDGER

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret with Infinite Variance

As of 18 August 2026, this Paper Citation Record lists 11 of 11 outbound references and 0 inbound Pith citation observations for arXiv:2603.06851.

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

pith.paper-citation-record.v1
2603.06851 v3

Coverage vector

measured 11 of 11 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-02T18:50:05.815066Z

measured 11 of 11 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 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

11 of 11 outbound references displayed

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  • verified fuzzy0
  • unresolved11
  • parse uncertain0
  • malformed identifier0
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External citation measurements

No source-named external measurement is stored.

Outbound references

Observation ff183daa-75f8-482a-a035-accd0476955b · outbound

This paper cites A Tight Regret Analysis of Non-Parametric Repeated Contextual Brokerage.

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret with Infinite Variance A Tight Regret Analysis of Non-Parametric Repeated Contextual Brokerage

Reference 1

Resolution
unresolved
no resolver link, observed 2026-08-02T18:50:04.394451Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-02T18:50:04.394451Z digest=sha256:c7a78c8ed3e6f18e90ec7821ba4acea8571b7f21afc0fa7bcfe6d72bee4ff764

Observation a6ab67fb-dedd-4cfa-95ef-6519b7583543 · outbound

This paper cites A parametric contextual online learning theory of brokerage.

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret with Infinite Variance A parametric contextual online learning theory of brokerage

Reference 2

Resolution
unresolved
no resolver link, observed 2026-08-02T18:50:04.493490Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-02T18:50:04.493490Z digest=sha256:dc6d01e98c385cee9824a3061669edf0addc598d837782522591c2d62c0c9819

Observation ccb24266-f84f-4b57-8671-7e0672e9fce0 · outbound

This paper cites (Almost) Efficient Mechanisms for Bilateral Trading.

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret with Infinite Variance (Almost) Efficient Mechanisms for Bilateral Trading

Reference 3

Resolution
unresolved
no resolver link, observed 2026-08-02T18:50:04.652332Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-02T18:50:04.652332Z digest=sha256:70109080e55a0b7047a4fac452b83cbeb6004eeb836ae9615efb58b6d3cc9b8b

Observation d49022cb-98c0-48da-8261-26705c73b045 · outbound

This paper cites Bandits with heavy tail.IEEE Transactions on Information Theory, 59(11):7711–7717, 2013.

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret with Infinite Variance Bandits with heavy tail.IEEE Transactions on Information Theory, 59(11):7711–7717, 2013

Reference 4

Resolution
unresolved
no resolver link, observed 2026-08-02T18:50:04.824328Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-02T18:50:04.824328Z digest=sha256:15c90fc785fd3b8a86dacf96ada3f28534e9d4dabc735ca2e1e137af768e13b7

Observation 3ee4ae91-9f14-474f-8a86-8973f65ea5f8 · outbound

This paper cites Challenging the empirical mean and empirical variance: A deviation study.

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret with Infinite Variance Challenging the empirical mean and empirical variance: A deviation study

Reference 5

Resolution
unresolved
no resolver link, observed 2026-08-02T18:50:04.943025Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-02T18:50:04.943025Z digest=sha256:9ff09f635183a640a9d0824e017882783c38bc3a6c40a30e1ddbd14821fa1348

Observation 274e8f04-76d8-453d-8baa-f4fb37117438 · outbound

This paper cites an unresolved cited work.

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret with Infinite Variance Unresolved cited work

Reference 6

Resolution
unresolved
no resolver link, observed 2026-08-02T18:50:05.111245Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-02T18:50:05.111245Z digest=sha256:6b5ab0a7c80829e152d74ae15d73f719f57e0bcaf7c5af55be7da505b8bd17a7

Observation 94da9027-38ea-499e-ac60-7cd2ea500bf4 · outbound

This paper cites Mean estimation and regression under heavy-tailed distributions: A survey.Foundations of Computational Mathematics, 19(5):1145–1190, 2019.

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret with Infinite Variance Mean estimation and regression under heavy-tailed distributions: A survey.Foundations of Computational Mathematics, 19(5):1145–1190, 2019

Reference 7

Resolution
unresolved
no resolver link, observed 2026-08-02T18:50:05.310602Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-02T18:50:05.310602Z digest=sha256:67422c53e0e46f617d6a0b6908580b14d3d7a8aa4e403ba4193e2a890a646b63

Observation 2369503a-69db-49af-b0da-8e27a917ae16 · outbound

This paper cites No-regret algorithms for heavy-tailed linear bandits.

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret with Infinite Variance No-regret algorithms for heavy-tailed linear bandits

Reference 8

Resolution
unresolved
no resolver link, observed 2026-08-02T18:50:05.527324Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-02T18:50:05.527324Z digest=sha256:c2b2a3c3a192d1bbd8e73d383a3a380e8799e191e46a9e5b12ba7d056ab1cad5

Observation 6a54816e-06ed-4fea-ac95-0f1b5924579b · outbound

This paper cites Myerson and Mark A.

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret with Infinite Variance Myerson and Mark A

Reference 9

Resolution
unresolved
no resolver link, observed 2026-08-02T18:50:05.642029Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-02T18:50:05.642029Z digest=sha256:98c006f44552b2f5bacc8031a0642c977f701f47bce5c932006527d098fef479

Observation 8cb80ef2-5113-4ddc-941a-852ad0c338d9 · outbound

This paper cites an unresolved cited work.

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret with Infinite Variance Unresolved cited work

Reference 10

Resolution
unresolved
no resolver link, observed 2026-08-02T18:50:05.742128Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-02T18:50:05.742128Z digest=sha256:729aa5674d8013729ab6315bf39484e2ac2a1828a5a94c29247c1a5269ffb7e8

Observation 649183cd-81c2-45a1-b5b8-22d779f4efd3 · outbound

This paper cites Tsybakov.Introduction to Nonparametric Estimation.

Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret with Infinite Variance Tsybakov.Introduction to Nonparametric Estimation

Reference 11

Resolution
unresolved
no resolver link, observed 2026-08-02T18:50:05.815066Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-02T18:50:05.815066Z digest=sha256:4ad692141fa748c61d537949136ff10e62044a37c6f1e860641839acb7638901

Pith citing papers

No inbound Pith citation observations are available.