Items where Author is "Lam, Clifford"

Number of items: 14.
  • Tensor time series imputation through tensor factor modelling. (2025) Cen, Zetai; Lam, Clifford picture_as_pdf
  • Detection and estimation of block structure in spatial weight matrix. Lam, Clifford; Souza, Pedro C.L.
  • Estimation and selection of spatial weight matrix in a spatial lag model. Lam, Clifford; Souza, Pedro C.L. picture_as_pdf
  • Estimation of large precision matrices through block penalization. Lam, Clifford
  • Estimation of latent factors for high-dimensional time series. Lam, Clifford; Yao, Qiwei; Bathia, Neil
  • Factor modeling for high-dimensional time series: inference for the number of factors. Lam, Clifford; Yao, Qiwei
  • High-dimensional covariance matrix estimation. Lam, Clifford picture_as_pdf
  • Nonlinear shrinkage estimation of large integrated covariance matrices. Lam, Clifford; Feng, Phoenix; Hu, Charlie
  • Nonparametric eigenvalue-regularized precision or covariance matrix estimator. Lam, Clifford
  • On testing for high-dimensional white noise. Li, Zeng; Lam, Clifford; Yao, Jianfeng; Yao, Qiwei picture_as_pdf
  • Profile-kernel likelihood inference with diverging number of parameters. Lam, Clifford; Fan, Jianqing
  • Rank and factor loadings estimation in time series tensor factor model by pre-averaging. Chen, Weilin; Lam, Clifford picture_as_pdf
  • Sparsistency and rates of convergence in large covariance matrix estimation. Lam, Clifford; Fan, Jianqing
  • A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data. Lam, Clifford; Feng, Phoenix