Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links
Paper Citation Record · LEDGER
Extreme eigenvalues of sample covariance matrices under generalized elliptical models with applications
As of 21 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:2303.03532.
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 2026-08-21T06:32:19.484+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-06T20:44:38.728965Z
A source-named dated measurement, never combined with another source.
Source: arxiv_reference, observed 2026-07-03T03:57:37.774335Z
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 f1391bae-2fcd-4066-b46a-0fe7051a5a01 · inbound
Two-Sample Covariance Inference in High-Dimensional Elliptical Models cites this paper.
Two-Sample Covariance Inference in High-Dimensional Elliptical Models Extreme eigenvalues of sample covariance matrices under generalized elliptical models with applications
Reference 9
- Resolution
- unresolved
- no resolver link, observed 2026-08-06T20:44:38.728965Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 0a3cf442-c399-4dc4-9534-4d9795f45dfa · inbound
A note on "The volume of random simplices from elliptical distributions in high dimension" cites this paper.
A note on "The volume of random simplices from elliptical distributions in high dimension" Extreme eigenvalues of sample covariance matrices under generalized elliptical models with applications
Reference 48
- Resolution
- verified exact
- arxiv_id, observed 2026-07-03T03:57:37.777975Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.
Observation bb2042c9-0dc0-4412-b09b-6abc9e2001a6 · 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 Extreme eigenvalues of sample covariance matrices under generalized elliptical models with applications
Reference 124
- Resolution
- unresolved
- no resolver link, observed 2026-07-14T11:15:04.329014Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.