Concepedia

Noureddine El Karoui

NE

27

Publications

2K

Citations

19

H-Index

2003

Active since

Affiliations

University of California, Berkeley(Current)

Criteo (France)

National University of Singapore

École Normale Supérieure - PSL

Noureddine El Karoui is an author at University of California, Berkeley specializing in engineering, statistics, and statistical inference.

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Publications per year

2003–2022

27

Publications

27

Operator norm consistent estimation of large-dimensional sparse covariance matrices

Noureddine El Karoui · 2012 · 366 citations

Spectrum estimation for large dimensional covariance matrices using random matrix theory

Noureddine El Karoui · The Annals of Statistics · 2008 · 277 citations · Full text

Machine Learning and Portfolio Optimization

Gah‐Yi Ban, Noureddine El Karoui, Andrew E. B. Lim · Management Science · 2016 · 268 citations

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On robust regression with high-dimensional predictors

Noureddine El Karoui, Derek Bean, Peter J. Bickel et al. · Proceedings of the National Academy of Sciences · 2013 · 161 citations · Full text

High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation

Noureddine El Karoui · The Annals of Statistics · 2010 · 118 citations · Full text

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