Citation Analysis – Model-Estimation-Free, Dense, and High Dimensional Consistent Precision Matrix Estimators

Model-Estimation-Free, Dense, and High Dimensional Consistent Precision Matrix Estimators
Mehmet Caner Agostino Capponi Mihailo Stojnic
https://arxiv.org/abs/2507.04663

121

Citation mentions

Cited references

Sections

21,625

Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

#	Reference	Year	Mentions	Breadth	Sec. Wtd	Share	Composite	Main %
1	Fan, J., Y. Liao, and M. Mincheva	2013	6	4	6.0	0.050	1.000	100%
2	Callot, L., M. Caner, O. Onder, and E. Ulasan	2021	10	6	11.5	0.083	1.000	100%
3	Caner, M., M. Medeiros, and G. Vasconcelos	2023	8	4	8.0	0.066	1.000	100%
4	Bing, X., F. Bunea, S. Strimas-Mackey, and M. Wegk...	2021	27	6	34.5	0.223	1.000	100%
5	Bunea, F., S. Strimas-Mackey, and M. Wegkamp	2022	23	6	29.0	0.190	1.000	100%
6	Ledoit, O, M. and M. Wolf	2017	4	4	4.5	0.033	0.928	100%
7	Meinshausen, N. and P. Buhlmann	2006	3	3	3.5	0.025	0.843	100%
8	Abadir, K. and J. Magnus	2005	6	1	6.0	0.050	0.693	100%
9	Vershynin, R	2019	10	1	10.0	0.083	0.693	100%
10	Ledoit, O. and M. Wolf	2004	2	2	1.5	0.017	0.644	100%
11	Cai, T., Z. Ren, and H. Zhou	2016	2	2	1.5	0.017	0.644	100%
12	Bernstein, D	2018	4	1	4.0	0.033	0.644	100%
13	Horn, R. and C. Johnson	2013	2	1	2.0	0.017	0.511	100%
14	Vershynin, R	2012	2	1	2.0	0.017	0.511	100%
15	Caner, M. and M. Daniele	2025	1	1	0.5	0.008	0.406	100%
16	Fan, J., Y. Fan, and J. Lv	2008	1	1	2.0	0.008	0.406	100%
17	Bing, X. and M. Wegkamp	2019	1	1	2.0	0.008	0.406	100%
18	Ledoit, O, M. and M. Wolf	2008	1	1	2.0	0.008	0.406	100%
19			1	1	1.0	0.008	0.406	100%
20	Yuan, M	2010	1	1	1.0	0.008	0.406	100%
21	Cai, T. and W. Liu	2011	1	1	1.0	0.008	0.406	100%
22	Bertsimas, D., J. Lamperski, and J. Pauphilet	2020	1	1	1.0	0.008	0.406	100%
23	Kaltenpoth, D. and J. Vreeke	2023	1	1	1.0	0.008	0.406	100%
24	Angrist, J. and J.-S. Pischke	2009	1	1	1.0	0.008	0.406	100%
25	Imbens, G. and D. Rubin	2015	1	1	1.0	0.008	0.406	100%
26	Brooks, R. and M. Del Negro	2004	1	1	1.0	0.008	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Fan, J., Y. Liao, and M. Mincheva

2013

6.0

0.050

1.000

100%

Callot, L., M. Caner, O. Onder, and E. Ulasan

2021

11.5

0.083

1.000

100%

Caner, M., M. Medeiros, and G. Vasconcelos

2023

8.0

0.066

1.000

100%

Bing, X., F. Bunea, S. Strimas-Mackey, and M. Wegk...

2021

34.5

0.223

1.000

100%

Bunea, F., S. Strimas-Mackey, and M. Wegkamp

2022

29.0

0.190

1.000

100%

Ledoit, O, M. and M. Wolf

2017

4.5

0.033

0.928

100%

Meinshausen, N. and P. Buhlmann

2006

3.5

0.025

0.843

100%

Abadir, K. and J. Magnus

2005

6.0

0.050

0.693

100%

Vershynin, R

2019

10.0

0.083

0.693

100%

Ledoit, O. and M. Wolf

2004

1.5

0.017

0.644

100%

Cai, T., Z. Ren, and H. Zhou

2016

1.5

0.017

0.644

100%

Bernstein, D

2018

4.0

0.033

0.644

100%

Horn, R. and C. Johnson

2013

2.0

0.017

0.511

100%

Vershynin, R

2012

2.0

0.017

0.511

100%

Caner, M. and M. Daniele

2025

0.5

0.008

0.406

100%

Fan, J., Y. Fan, and J. Lv

2008

2.0

0.008

0.406

100%

Bing, X. and M. Wegkamp

2019

2.0

0.008

0.406

100%

Ledoit, O, M. and M. Wolf

2008

2.0

0.008

0.406

100%

1.0

0.008

0.406

100%

Yuan, M

2010

1.0

0.008

0.406

100%

Cai, T. and W. Liu

2011

1.0

0.008

0.406

100%

Bertsimas, D., J. Lamperski, and J. Pauphilet

2020

1.0

0.008

0.406

100%

Kaltenpoth, D. and J. Vreeke

2023

1.0

0.008

0.406

100%

Angrist, J. and J.-S. Pischke

2009

1.0

0.008

0.406

100%

Imbens, G. and D. Rubin

2015

1.0

0.008

0.406

100%

Brooks, R. and M. Del Negro

2004

1.0

0.008

0.406

100%

Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.