The following pages link to Noureddine El Karoui (Q247592):
Displayed 26 items.
- On information plus noise kernel random matrices (Q605943) (← links)
- High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: risk underestimation (Q620558) (← links)
- On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators (Q681518) (← links)
- The spectrum of kernel random matrices (Q847627) (← links)
- A rate of convergence result for the largest eigenvalue of complex white Wishart matrices (Q874730) (← links)
- Operator norm consistent estimation of large-dimensional sparse covariance matrices (Q1000305) (← links)
- Spectrum estimation for large dimensional covariance matrices using random matrix theory (Q1000306) (← links)
- Concentration of measure and spectra of random matrices: applications to correlation matrices, elliptical distributions and beyond (Q1049567) (← links)
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
- Second order accurate distributed eigenvector computation for extremely large matrices (Q1952103) (← links)
- Tracy-Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices (Q2371951) (← links)
- On the Realized Risk of High-Dimensional Markowitz Portfolios (Q2873148) (← links)
- A Stochastic Smoothing Algorithm for Semidefinite Programming (Q2934474) (← links)
- (Q3105268) (← links)
- Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
- Graph connection Laplacian and random matrices with random blocks (Q4603693) (← links)
- Revenue-Maximizing Auctions: A Bidder’s Standpoint (Q5058041) (← links)
- RANDOM MATRICES AND HIGH-DIMENSIONAL STATISTICS: BEYOND COVARIANCE MATRICES (Q5122138) (← links)
- Weak Recovery Conditions from Graph Partitioning Bounds and Order Statistics (Q5169663) (← links)
- (Q5361354) (← links)
- Kernel density estimation with Berkson error (Q5507351) (← links)
- Learning in Repeated Auctions (Q5863991) (← links)
- Graph connection Laplacian methods can be made robust to noise (Q5963525) (← links)
- Geometric sensitivity of random matrix results: consequences for shrinkage estimators of covariance and related statistical methods (Q6225254) (← links)
- Asymptotic behavior of unregularized and ridge-regularized high-dimensional robust regression estimators : rigorous results (Q6246379) (← links)
- On the largest eigenvalue of Wishart matrices with identity covariance when n, p and p/n tend to infinity (Q6473169) (← links)