Paper Citation Record · LEDGER

Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices

As of 10 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 4 inbound Pith citation observations for arXiv:2404.14751.

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

pith.paper-citation-record.v1
2404.14751 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 4 of 4 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-09T06:31:02.800959+00:00

measured 4 of 4 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-09T13:52:17.414197Z

measured 0 of 1 external citation measurements

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 53947a2a-ac79-4121-b5dc-7d23de459d17 · inbound

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions cites this paper.

Spectrally Robust Covariance Shrinkage for Hotelling's $T^2$ in High Dimensions Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices

Reference 15

Resolution: unresolved; no resolver link, observed 2026-08-09T13:52:17.414197Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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 2026-08-09T06:31:02.800959+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.