Noureddine El Karoui

Available identifiers

zbMath Open el-karoui.noureddineMaRDI QIDQ247592

List of research outcomes

Publication	Date of Publication	Type
Revenue-Maximizing Auctions: A Bidder’s Standpoint	2022-12-01	Paper
Learning in Repeated Auctions	2022-06-03	Paper
RANDOM MATRICES AND HIGH-DIMENSIONAL STATISTICS: BEYOND COVARIANCE MATRICES	2020-09-22	Paper
Can we trust the bootstrap in high-dimension?	2018-11-21	Paper
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results	2018-11-21	Paper
Graph connection Laplacian and random matrices with random blocks	2018-02-19	Paper
On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators	2018-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q5361354	2017-09-27	Paper
Kernel density estimation with Berkson error	2016-12-19	Paper
Graph connection Laplacian methods can be made robust to noise	2016-02-22	Paper
A Stochastic Smoothing Algorithm for Semidefinite Programming	2014-12-12	Paper
Weak Recovery Conditions from Graph Partitioning Bounds and Order Statistics	2014-07-11	Paper
On the realized risk of high-dimensional Markowitz portfolios	2014-01-23	Paper
Asymptotic behavior of unregularized and ridge-regularized high-dimensional robust regression estimators : rigorous results	2013-11-11	Paper
Second order accurate distributed eigenvector computation for extremely large matrices	2013-05-27	Paper
Multivariate statistics	2012-01-05	Paper
Geometric sensitivity of random matrix results: consequences for shrinkage estimators of covariance and related statistical methods	2011-05-06	Paper
High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation	2011-01-19	Paper
On information plus noise kernel random matrices	2010-11-15	Paper
The spectrum of kernel random matrices	2010-02-19	Paper
Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond	2010-01-13	Paper
Operator norm consistent estimation of large-dimensional sparse covariance matrices	2009-02-06	Paper
Spectrum estimation for large dimensional covariance matrices using random matrix theory	2009-02-06	Paper
Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices	2007-07-09	Paper
A rate of convergence result for the largest eigenvalue of complex white Wishart matrices	2007-04-10	Paper
On the largest eigenvalue of Wishart matrices with identity covariance when n, p and p/n tend to infinity	2003-09-22	Paper

Research outcomes over time

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