Noureddine El Karoui

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7028-5414

Publications

• Revenue-Maximizing Auctions: A Bidder’s Standpoint — Operations Research 2022 (name-matched, not ORCID-linked)
• Machine Learning and Portfolio Optimization — Management Science 2018 (name-matched, not ORCID-linked)
• Graph connection Laplacian methods can be made robust to noise — The Annals of Statistics 2016 (name-matched, not ORCID-linked)
• High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation — The Annals of Statistics 2010 (name-matched, not ORCID-linked)
• The spectrum of kernel random matrices — The Annals of Statistics 2010 (name-matched, not ORCID-linked)
• On information plus noise kernel random matrices — The Annals of Statistics 2010 (name-matched, not ORCID-linked)
• Spectrum estimation for large dimensional covariance matrices using random matrix theory — The Annals of Statistics 2008 (name-matched, not ORCID-linked)
• Operator norm consistent estimation of large-dimensional sparse covariance matrices — The Annals of Statistics 2008 (name-matched, not ORCID-linked)