Operator norm consistent estimation of large-dimensional sparse covariance matrices N El Karoui | 458 | 2008 |

Spectrum estimation for large dimensional covariance matrices using random matrix theory N El Karoui | 340 | 2008 |

Machine learning and portfolio optimization GY Ban, N El Karoui, AEB Lim Management Science 64 (3), 1136-1154, 2018 | 292 | 2018 |

The spectrum of kernel random matrices N El Karoui | 270 | 2010 |

Tracy–Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices N El Karoui | 245 | 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 | 229 | 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 | 159 | 2018 |

Concentration of measure and spectra of random matrices: Applications to correlation matrices, elliptical distributions and beyond N El Karoui | 153 | 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 | 132 | 2013 |

Fairness-aware learning for continuous attributes and treatments J Mary, C Calauzenes, N El Karoui International Conference on Machine Learning, 4382-4391, 2019 | 128 | 2019 |

Asymptotic behavior of unregularized and ridge-regularized high-dimensional robust regression estimators: rigorous results NE Karoui arXiv preprint arXiv:1311.2445, 2013 | 125 | 2013 |

High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation N El Karoui | 110 | 2010 |

A rate of convergence result for the largest eigenvalue of complex white Wishart matrices N El Karoui | 94 | 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 | 81* | 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 | 61 | 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 | 60 | 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 | 51 | 2006 |

Asymptotics for high dimensional regression *M*-estimates: fixed design resultsL Lei, PJ Bickel, N El Karoui Probability Theory and Related Fields 172, 983-1079, 2018 | 48 | 2018 |