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20032009
most citedOperator norm consistent estimation of large-dimensional sparse covariance matrices

246 citations · 257 across the 2 of their papers we have counts for

collaborators

5 papers

math.ST2009246 cited

Operator norm consistent estimation of large-dimensional sparse covariance matrices

Noureddine El Karoui

Estimating covariance matrices is a problem of fundamental importance in multivariate statistics. In practice it is increasingly frequent to work with data matrices of dimensio…

math.ST200611 cited

Spectrum estimation for large dimensional covariance matrices using random matrix theory

Noureddine El Karoui

Estimating the eigenvalues of a population covariance matrix from a sample covariance matrix is a problem of fundamental importance in multivariate statistics; the eigenvalues of c…

math.PR2005

Tracy--Widom limit for the largest eigenvalue of a large class of complex sample covariance matrices

Noureddine El Karoui

We consider the asymptotic fluctuation behavior of the largest eigenvalue of certain sample covariance matrices in the asymptotic regime where both dimensions of the corresponding…

math.PR2004

A rate of convergence result for the largest eigenvalue of complex white Wishart matrices

Noureddine El Karoui

It has been recently shown that if is an matrix whose entries are i.i.d. standard complex Gaussian and is the largest eigenvalue of , there exist sequen…

math.ST2003

On the largest eigenvalue of Wishart matrices with identity covariance when n, p and p/n tend to infinity

Noureddine El Karoui

Let X be a n*p matrix and l_1 the largest eigenvalue of the covariance matrix X^{*}*X. The "null case" where X_{i,j} are independent Normal(0,1) is of particular interest for princ…