Operator norm consistent estimation of large-dimensional sparse covariance matrices N El Karoui The Annals of Statistics 36 (6), 2717-2756, 2008 | 424 | 2008 |

Spectrum estimation for large dimensional covariance matrices using random matrix theory N El Karoui The Annals of Statistics 36 (6), 2757-2790, 2008 | 308 | 2008 |

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 | 222 | 2007 |

The spectrum of kernel random matrices N El Karoui The Annals of Statistics 38 (1), 1-50, 2010 | 197 | 2010 |

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 | 184 | 2013 |

Machine learning and portfolio optimization GY Ban, N El Karoui, AEB Lim Management Science 64 (3), 1136-1154, 2018 | 177 | 2018 |

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 | 128 | 2009 |

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 | 119 | 2018 |

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 | 104 | 2013 |

Asymptotic behavior of unregularized and ridge-regularized high-dimensional robust regression estimators: rigorous results NE Karoui arXiv preprint arXiv:1311.2445, 2013 | 93 | 2013 |

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 | 92 | 2010 |

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 | 84 | 2006 |

On information plus noise kernel random matrices N El Karoui The Annals of Statistics 38 (5), 3191-3216, 2010 | 65 | 2010 |

Fairness-aware learning for continuous attributes and treatments J Mary, C Calauzenes, N El Karoui International Conference on Machine Learning, 4382-4391, 2019 | 61 | 2019 |

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 | 55 | 2003 |

Graph connection Laplacian methods can be made robust to noise N El Karoui, HT Wu The Annals of Statistics 44 (1), 346-372, 2016 | 50 | 2016 |

On the realized risk of high-dimensional Markowitz portfolios NE Karoui SIAM Journal on Financial Mathematics 4 (1), 737-783, 2013 | 50 | 2013 |

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 | 44 | 2005 |

On the largest eigenvalue of Wishart matrices with identity covariance when n, p and p/n→∞ N El Karoui arXiv preprint math/0309355, 2003 | 41 | 2003 |

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 | 38 | 2018 |