| Operator norm consistent estimation of large-dimensional sparse covariance matrices N El Karoui | 457 | 2008 |
| Spectrum estimation for large dimensional covariance matrices using random matrix theory N El Karoui | 338 | 2008 |
| Machine learning and portfolio optimization GY Ban, N El Karoui, AEB Lim Management Science 64 (3), 1136-1154, 2018 | 274 | 2018 |
| The spectrum of kernel random matrices N El Karoui | 262 | 2010 |
| Tracy–Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices N El Karoui | 240 | 2007 |
| On robust regression with high-dimensional predictors N El Karoui, D Bean, PJ Bickel, C Lim, B Yu Proceedings of the National Academy of Sciences 110 (36), 14557-14562, 2013 | 222 | 2013 |
| On the impact of predictor geometry on the performance on high-dimensional ridge-regularized generalized robust regression estimators N El Karoui Probability Theory and Related Fields 170, 95-175, 2018 | 149 | 2018 |
| Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond N El Karoui | 149 | 2009 |
| Optimal M-estimation in high-dimensional regression D Bean, PJ Bickel, N El Karoui, B Yu Proceedings of the National Academy of Sciences 110 (36), 14563-14568, 2013 | 128 | 2013 |
| Asymptotic behavior of unregularized and ridge-regularized high-dimensional robust regression estimators: rigorous results NE Karoui arXiv preprint arXiv:1311.2445, 2013 | 119 | 2013 |
| Fairness-aware learning for continuous attributes and treatments J Mary, C Calauzenes, N El Karoui International Conference on Machine Learning, 4382-4391, 2019 | 116 | 2019 |
| High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation N El Karoui | 108 | 2010 |
| A rate of convergence result for the largest eigenvalue of complex white Wishart matrices N El Karoui | 93 | 2006 |
| Can we trust the bootstrap in high-dimensions? The case of linear models N El Karoui, E Purdom Journal of Machine Learning Research 19 (5), 1-66, 2018 | 75* | 2018 |
| On information plus noise kernel random matrices N El Karoui | 74 | 2010 |
| Graph connection Laplacian methods can be made robust to noise N El Karoui, HT Wu | 59 | 2016 |
| On the largest eigenvalue of Wishart matrices with identity covariance when n, p and p/n tend to infinity NE Karoui arXiv preprint math/0309355, 2003 | 58 | 2003 |
| On the realized risk of high-dimensional Markowitz portfolios NE Karoui SIAM Journal on Financial Mathematics 4 (1), 737-783, 2013 | 56 | 2013 |
| Getting more from digital SNP data NE Karoui, W Zhou, AS Whittemore Statistics in medicine 25 (18), 3124-3133, 2006 | 47 | 2006 |
| Recent results about the largest eigenvalue of random covariance matrices and statistical application N El Karoui Acta Physica Polonica Series B 36 (9), 2681, 2005 | 46 | 2005 |
