Clifford Lam

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model Journal of Business and Economic Statistics	2024-10-28	Paper
High-dimensional covariance matrix estimation Wiley Interdisciplinary Reviews. WIREs Computational Statistics	2024-09-10	Paper
Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging The Annals of Statistics	2024-03-11	Paper
Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging The Annals of Statistics	2022-08-08	Paper
Detection and estimation of block structure in spatial weight matrix Econometric Reviews	2022-06-07	Paper
On testing for high-dimensional white noise The Annals of Statistics	2020-01-15	Paper
Nonlinear shrinkage estimation of large integrated covariance matrices Biometrika	2019-06-24	Paper
A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data Journal of Econometrics	2018-08-29	Paper
On testing for high-dimensional white noise	2018-08-10	Paper
Nonparametric eigenvalue-regularized precision or covariance matrix estimator The Annals of Statistics	2016-06-09	Paper
Factor modeling for high-dimensional time series: inference for the number of factors The Annals of Statistics	2012-08-29	Paper
Estimation of latent factors for high-dimensional time series Biometrika	2011-12-28	Paper
Sparsistency and rates of convergence in large covariance matrix estimation The Annals of Statistics	2009-12-09	Paper
Profile-kernel likelihood inference with diverging number of parameters The Annals of Statistics	2008-11-18	Paper

Research outcomes over time

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