{"entities":{"Q6531701":{"pageid":14142762,"ns":120,"title":"Item:Q6531701","lastrevid":103770053,"modified":"2026-06-06T08:08:37Z","type":"item","id":"Q6531701","labels":{"en":{"language":"en","value":"Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices"}},"descriptions":{"en":{"language":"en","value":"scientific article from arXiv"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6531701$CA61C5B9-5F50-42BD-816D-29A62846C80A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0bd059835834b66e94dedb830bbd60a2fcaeada6","datavalue":{"value":{"text":"Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q6531701$3984FEB9-EF9F-46F6-9A1A-AFE22C4748E0","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"1c0551ae6144fe3f1ee6143aa7b492b090f16138","datavalue":{"value":{"entity-type":"item","numeric-id":1661566,"id":"Q1661566"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6531701$24E2CB92-CFC5-4023-9578-5EE1F8D8570D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"37e749c60dfdb56eb3db91c0b031e2796ecb1a4b","datavalue":{"value":{"entity-type":"item","numeric-id":230164,"id":"Q230164"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6531701$DD5B6CE1-7067-49FF-A43C-A64B378B9B42","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"59bd07497678154bb1a89485c8d8531db9feabe9","datavalue":{"value":{"entity-type":"item","numeric-id":6283139,"id":"Q6283139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6531701$D2C43627-0E82-4D3E-A16E-29020FCBB070","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7fdc23c20020356aaedd36d12d09aa94bd3b098e","datavalue":{"value":"60K35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6531701$E5BAD070-56EB-424C-8557-DBC6C3FAEE24","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6531701$7A2EA428-DBC8-4287-8FE0-7C49D28EEA89","rank":"normal"}],"P21":[{"mainsnak":{"snaktype":"value","property":"P21","hash":"d7f2db4f0782572ed6cb7b4125f9d03e7e6e67d2","datavalue":{"value":"2404.14751","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6531701$DA6B0AD9-B80F-4552-A9BF-A10B14F24047","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Eigenvector distributions and optimal shrinkage estimators for large covariance and precision matrices","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Eigenvector_distributions_and_optimal_shrinkage_estimators_for_large_covariance_and_precision_matrices"}}}}}