Operator Norm Consistent Estimation of Large-Dimensional Sparse Covariance Matrices von Karoui, Noureddine El

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Machine Learning and Portfolio Optimization von Ban, Gah-Yi, El Karoui, Noureddine, Lim, Andrew E. B.

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On robust regression with high-dimensional predictors von Karoui, Noureddine El, Bean, Derek, Bickel, Peter J., Lim, Chinghway, Yu, Bin

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Optimal M-estimation in high-dimensional regression von Bean, Derek, Bickel, Peter J., Karoui, Noureddine El, Yu, Bin

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Tracy-Widom Limit for the Largest Eigenvalue of a Large Class of Complex Sample Covariance Matrices von Karoui, Noureddine El

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On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators von El Karoui, Noureddine

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THE SPECTRUM OF KERNEL RANDOM MATRICES von Karoui, Noureddine El

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Spectrum Estimation for Large Dimensional Covariance Matrices Using Random Matrix Theory von Karoui, Noureddine El

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HIGH-DIMENSIONALITY EFFECTS IN THE MARKOWITZ PROBLEM AND OTHER QUADRATIC PROGRAMS WITH LINEAR CONSTRAINTS: RISK UNDERESTIMATION von Karoui, Noureddine El

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A Rate of Convergence Result for the Largest Eigenvalue of Complex White Wishart Matrices von Karoui, Noureddine El

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ON INFORMATION PLUS NOISE KERNEL RANDOM MATRICES von Karoui, Noureddine El

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GRAPH CONNECTION LAPLACIAN METHODS CAN BE MADE ROBUST TO NOISE von Karoui, Noureddine El, Wu, Hau-Tieng

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CONCENTRATION OF MEASURE AND SPECTRA OF RANDOM MATRICES: APPLICATIONS TO CORRELATION MATRICES, ELLIPTICAL DISTRIBUTIONS AND BEYOND von Karoui, Noureddine El

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Asymptotics for high dimensional regression M-estimates: fixed design results von Lei, Lihua, Bickel, Peter J., El Karoui, Noureddine

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A Stochastic Smoothing Algorithm for Semidefinite Programming von d'Aspremont, Alexandre, El Karoui, Noureddine

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Getting more from digital SNP data von Karoui, Noureddine El, Zhou, Wei, Whittemore, Alice S.

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On the Realized Risk of High-Dimensional Markowitz Portfolios von Karoui, Noureddine El

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Optimizing Automated Classification of Variable Stars in New Synoptic Surveys von Long, James P., Karoui, Noureddine El, Rice, John A., Richards, Joseph W., Bloom, Joshua S.

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Weak Recovery Conditions from Graph Partitioning Bounds and Order Statistics von d'Aspremont, Alexandre, El Karoui, Noureddine

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Graph connection Laplacian and random matrices with random blocks von El Karoui, Noureddine, Wu, Hau-tieng

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