Items where Author is "Lam, Clifford"
Number of items: 14.
Article
Tensor time series imputation through tensor factor modelling. (2025)
Cen, Zetai; Lam, Clifford
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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.
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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
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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
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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
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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
