421 citations · 495 across the 8 of their papers we have counts for
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math.ST2007★ 421 cited
Sparsistency and rates of convergence in large covariance matrix estimation
Clifford Lam, Jianqing Fan
This paper studies the sparsistency and rates of convergence for estimating sparse covariance and precision matrices based on penalized likelihood with nonconvex penalty functions.…
math.ST2007
Profile-Kernel likelihood inference with diverging number of parameters
C. Lam, J. Fan
The generalized varying coefficient partially linear model with growing number of predictors arises in many contemporary scientific endeavor. In this paper we set foot on both theo…