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Paper Citation Record · LEDGER

The Quadratic Optimization Bias Of Large Covariance Matrices

As of 21 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2410.03053.

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

pith.paper-citation-record.v1
2410.03053 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 2026-08-21T06:32:19.484+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-12T13:53:35.302494Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-08-12T13:53:35.589449Z

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 a2ea6f6d-c642-42f2-809c-fdd59cdef91d · inbound

Adaptive Reference-Guided Estimation of Principal Component Subspace in High Dimensions cites this paper.

Adaptive Reference-Guided Estimation of Principal Component Subspace in High Dimensions The Quadratic Optimization Bias Of Large Covariance Matrices

Reference 20

Resolution
verified exact
local_arxiv, observed 2026-08-12T13:53:35.728441Z

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.

source=arxiv_source observed=2026-08-12T13:53:35.302494Z digest=sha256:f88c51525e010496ffd8c9dcc26633ed3ea5ee0a79f73b4df6f1c0a6406c1da9

Observation 8222f468-f926-4ce9-8be0-a7219e312273 · inbound

Fragility of Minimum-Variance Portfolios cites this paper.

Fragility of Minimum-Variance Portfolios The Quadratic Optimization Bias Of Large Covariance Matrices

Reference 25

Resolution
unresolved
no resolver link, observed 2026-08-01T14:55:54.173434Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-01T14:55:54.173434Z digest=sha256:5c11d4d3d476151973af9a6a63e6baf4fa4f1c976cdf02d628ce001accb2b7da