Clifford Lam

1. Factor modeling for high-dimensional time series: Inference for the number of factors
   2012/04/01 by Clifford Lam, Qiwei Yao · 17 citations
   Computer Science · Mathematics · #Matrix Theory and Algorithms #Bayesian Methods and Mixture Models #Markov Chains and Monte Carlo Methods
2. Sparsistency and rates of convergence in large covariance matrix estimation
   2009/12/01 by Clifford Lam, Jianqing Fan · 4 citations
3. On testing for high-dimensional white noise
   2018/08/10 by Zeng Li, Clifford Lam, Li, Zeng +5 · 2 citations
   Mathematics · #Random Matrices and Applications #Statistical Methods and Inference #Statistical Methods and Bayesian Inference