The following pages link to Clifford Lam (Q292866):
Displaying 13 items.
- Rank and Factor Loadings Estimation in Time Series Tensor Factor Model by Pre-averaging (Q87476) (← links)
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (Q292867) (← links)
- (Q447820) (redirect page) (← links)
- Factor modeling for high-dimensional time series: inference for the number of factors (Q447821) (← links)
- Profile-kernel likelihood inference with diverging number of parameters (Q955140) (← links)
- Sparsistency and rates of convergence in large covariance matrix estimation (Q1043730) (← links)
- A nonparametric eigenvalue-regularized integrated covariance matrix estimator for asset return data (Q1668581) (← links)
- On testing for high-dimensional white noise (Q2284378) (← links)
- Estimation of latent factors for high-dimensional time series (Q3107980) (← links)
- Nonlinear shrinkage estimation of large integrated covariance matrices (Q5384486) (← links)
- Detection and Estimation of Block Structure in Spatial Weight Matrix (Q5864504) (← links)
- High-dimensional covariance matrix estimation (Q6601084) (← links)
- Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model (Q6626344) (← links)
