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Noureddine El Karoui
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Cited by
Year
Operator norm consistent estimation of large-dimensional sparse covariance matrices
N El Karoui
The Annals of Statistics 36 (6), 2717-2756, 2008
4242008
Spectrum estimation for large dimensional covariance matrices using random matrix theory
N El Karoui
The Annals of Statistics 36 (6), 2757-2790, 2008
3082008
Tracy–Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices
N El Karoui
The Annals of Probability 35 (2), 663-714, 2007
2222007
The spectrum of kernel random matrices
N El Karoui
The Annals of Statistics 38 (1), 1-50, 2010
1972010
On robust regression with high-dimensional predictors
N El Karoui, D Bean, PJ Bickel, C Lim, B Yu
Proceedings of the National Academy of Sciences 110 (36), 14557-14562, 2013
1842013
Machine learning and portfolio optimization
GY Ban, N El Karoui, AEB Lim
Management Science 64 (3), 1136-1154, 2018
1772018
Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond
N El Karoui
The Annals of Applied Probability 19 (6), 2362-2405, 2009
1282009
On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators
N El Karoui
Probability Theory and Related Fields 170 (1), 95-175, 2018
1192018
Optimal M-estimation in high-dimensional regression
D Bean, PJ Bickel, N El Karoui, B Yu
Proceedings of the National Academy of Sciences 110 (36), 14563-14568, 2013
1042013
Asymptotic behavior of unregularized and ridge-regularized high-dimensional robust regression estimators: rigorous results
NE Karoui
arXiv preprint arXiv:1311.2445, 2013
932013
High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation
N El Karoui
The Annals of Statistics 38 (6), 3487-3566, 2010
922010
A rate of convergence result for the largest eigenvalue of complex white Wishart matrices
N El Karoui
The Annals of Probability 34 (6), 2077-2117, 2006
842006
On information plus noise kernel random matrices
N El Karoui
The Annals of Statistics 38 (5), 3191-3216, 2010
652010
Fairness-aware learning for continuous attributes and treatments
J Mary, C Calauzenes, N El Karoui
International Conference on Machine Learning, 4382-4391, 2019
612019
On the largest eigenvalue of Wishart matrices with identity covariance when n, p and p/n tend to infinity
NE Karoui
arXiv preprint math/0309355, 2003
552003
Graph connection Laplacian methods can be made robust to noise
N El Karoui, HT Wu
The Annals of Statistics 44 (1), 346-372, 2016
502016
On the realized risk of high-dimensional Markowitz portfolios
NE Karoui
SIAM Journal on Financial Mathematics 4 (1), 737-783, 2013
502013
Recent results about the largest eigenvalue of random covariance matrices and statistical application
N El Karoui
Acta Physica Polonica Series B 36 (9), 2681, 2005
442005
On the largest eigenvalue of Wishart matrices with identity covariance when n, p and p/n→∞
N El Karoui
arXiv preprint math/0309355, 2003
412003
Asymptotics for high dimensional regression M-estimates: fixed design results
L Lei, PJ Bickel, N El Karoui
Probability Theory and Related Fields 172 (3), 983-1079, 2018
382018
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