|Up a level|
Lam, Clifford (2016) Nonparametric eigenvalue-regularized precision or covariance matrix estimator. The Annals of Statistics, 44 (3). pp. 928-953. ISSN 0090-5364
Lam, Clifford and Souza, Pedro C.L. (2015) Detection and estimation of block structure in spatial weight matrix. Econometric Reviews . ISSN 0747-4938
Lam, Clifford and Yao, Qiwei (2012) Factor modeling for high-dimensional time series: inference for the number of factors. Annals of Statistics, 40 (2). pp. 694-726. ISSN 0090-5364
Lam, Clifford, Yao, Qiwei and Bathia, Neil (2011) Estimation of latent factors for high-dimensional time series. Biometrika, 98 (4). pp. 901-18. ISSN 0006-3444
Lam, Clifford and Fan, Jianqing (2009) Sparsistency and rates of convergence in large covariance matrix estimation. The Annals of Statistics, 37 (6B). pp. 4254-4278. ISSN 0090-5364
Lam, Clifford and Fan, Jianqing (2008) Profile-kernel likelihood inference with diverging number of parameters. The Annals of Statistics, 36 (5). pp. 2232-2260. ISSN 0090-5364
Lam, Clifford (2008) Estimation of large precision matrices through block penalization. Cornell University , Ithaca, USA.