Clifford Lam
Statistics and Probability · 2007–2019
A researcher in the Science corpus: 7 papers; trusts 112 researchers and is trusted by 59 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 95 citations into it; #626 of 12,932 by trust here, #1,262 by citations
- Economics and Econometrics — 50 citations into it; #15,212 of 23,481 by trust here, #15,581 by citations
- Finance — 30 citations into it; #7,002 of 10,518 by trust here, #6,419 by citations
- Artificial Intelligence — 26 citations into it; #2,902 of 35,345 by trust here, #8,893 by citations
- Computational Mechanics — 16 citations into it; #898 of 10,001 by trust here, #2,361 by citations
- Applied Mathematics — 13 citations into it
- Mathematical Physics — 11 citations into it
- Statistical Learning Theory — 10 citations into it
Whom Clifford Lam trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Jianqing Fan
- Olivier Ledoit
- Peter J. Bickel
- Hui Zou
- Jushan Bai
- Elizaveta Levina
- Nicolai Meinshausen
- Michael Wolf
- Wei Biao Wu
- Z. Bai
Who trusts Clifford Lam overall
- Jianqing Fan
- Tommaso Cai
- Yuan Liao
- Lingzhou Xue
- Olivier Ledoit
- Jushan Bai
- Elynn Y. Chen
- Jinyuan Chang
- Ming Yuan
- Dong Wang
Papers from Clifford Lam's perspective
Ordered by how strongly the researchers Clifford Lam trusts endorse each paper. Same corpus, a different order for every researcher.
- Regression Shrinkage and Selection via the Lasso
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- The Adaptive Lasso and Its Oracle Properties
- Estimating the Dimension of a Model
- High-dimensional graphs and variable selection with the Lasso
- Model selection and estimation in regression with grouped variables
- On the distribution of the largest eigenvalue in principal components analysis
- Regularized estimation of large covariance matrices
- Ideal spatial adaptation by wavelet shrinkage
- Model selection and estimation in the Gaussian graphical model
Their papers
- Sparsistency and Rates of Convergence in Large Covariance Matrix Estimation (2007) — 624 citations
- Factor modeling for high-dimensional time series: inference for the number of factors (2012) — 548 citations
- High‐dimensional covariance matrix estimation (2019) — 83 citations
- Nonparametric eigenvalue-regularized precision or covariance matrix estimator (2016) — 67 citations
- Estimation of latent factors for high-dimensional time series (2011) — 228 citations
- Estimation and Selection of Spatial Weight Matrix in a Spatial Lag Model (2019) — 103 citations
- On testing for high-dimensional white noise (2018) — 48 citations