Operator norm consistent estimation of large-dimensional sparse covariance matrices N El Karoui | 451 | 2008 |

Spectrum estimation for large dimensional covariance matrices using random matrix theory N El Karoui | 333 | 2008 |

Machine learning and portfolio optimization GY Ban, N El Karoui, AEB Lim Management Science 64 (3), 1136-1154, 2018 | 243 | 2018 |

Tracy–Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices N El Karoui | 233 | 2007 |

The spectrum of kernel random matrices N El Karoui | 232 | 2010 |

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 | 206 | 2013 |

Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond N El Karoui | 142 | 2009 |

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 | 134 | 2018 |

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 | 117 | 2013 |

Asymptotic behavior of unregularized and ridge-regularized high-dimensional robust regression estimators: rigorous results NE Karoui arXiv preprint arXiv:1311.2445, 2013 | 106 | 2013 |

High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation N El Karoui | 106 | 2010 |

Fairness-aware learning for continuous attributes and treatments J Mary, C Calauzenes, N El Karoui International Conference on Machine Learning, 4382-4391, 2019 | 95 | 2019 |

A rate of convergence result for the largest eigenvalue of complex white Wishart matrices N El Karoui | 90 | 2006 |

On information plus noise kernel random matrices N El Karoui | 70 | 2010 |

On the realized risk of high-dimensional Markowitz portfolios NE Karoui SIAM Journal on Financial Mathematics 4 (1), 737-783, 2013 | 56 | 2013 |

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 | 54 | 2003 |

Graph connection Laplacian methods can be made robust to noise N El Karoui, HT Wu | 53 | 2016 |

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 |

Getting more from digital SNP data NE Karoui, W Zhou, AS Whittemore Statistics in medicine 25 (18), 3124-3133, 2006 | 45 | 2006 |

Can we trust the bootstrap in high-dimensions? The case of linear models N El Karoui, E Purdom The Journal of Machine Learning Research 19 (1), 170-235, 2018 | 42 | 2018 |