Noureddine El Karoui

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Person:247592

Available identifiers

zbMath Open el-karoui.noureddineMaRDI QIDQ247592

List of research outcomes





PublicationDate of PublicationType
Revenue-Maximizing Auctions: A Bidder’s Standpoint2022-12-01Paper
Learning in Repeated Auctions2022-06-03Paper
RANDOM MATRICES AND HIGH-DIMENSIONAL STATISTICS: BEYOND COVARIANCE MATRICES2020-09-22Paper
Can we trust the bootstrap in high-dimension?2018-11-21Paper
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results2018-11-21Paper
Graph connection Laplacian and random matrices with random blocks2018-02-19Paper
On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators2018-02-12Paper
https://portal.mardi4nfdi.de/entity/Q53613542017-09-27Paper
Kernel density estimation with Berkson error2016-12-19Paper
Graph connection Laplacian methods can be made robust to noise2016-02-22Paper
A Stochastic Smoothing Algorithm for Semidefinite Programming2014-12-12Paper
Weak Recovery Conditions from Graph Partitioning Bounds and Order Statistics2014-07-11Paper
On the realized risk of high-dimensional Markowitz portfolios2014-01-23Paper
Asymptotic behavior of unregularized and ridge-regularized high-dimensional robust regression estimators : rigorous results2013-11-11Paper
Second order accurate distributed eigenvector computation for extremely large matrices2013-05-27Paper
Multivariate statistics2012-01-05Paper
Geometric sensitivity of random matrix results: consequences for shrinkage estimators of covariance and related statistical methods2011-05-06Paper
High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation2011-01-19Paper
On information plus noise kernel random matrices2010-11-15Paper
The spectrum of kernel random matrices2010-02-19Paper
Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond2010-01-13Paper
Operator norm consistent estimation of large-dimensional sparse covariance matrices2009-02-06Paper
Spectrum estimation for large dimensional covariance matrices using random matrix theory2009-02-06Paper
Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices2007-07-09Paper
A rate of convergence result for the largest eigenvalue of complex white Wishart matrices2007-04-10Paper
On the largest eigenvalue of Wishart matrices with identity covariance when n, p and p/n tend to infinity2003-09-22Paper

Research outcomes over time

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