Noureddine El Karoui

activity

20092026

most citedThe spectrum of kernel random matrices

102 citations · 352 across the 15 of their papers we have counts for

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Showing 2016 · stat.MEShow all

2 papers · 2 filters

stat.ME2016★ 12 cited

The bootstrap, covariance matrices and PCA in moderate and high-dimensions

Noureddine El Karoui, Elizabeth Purdom

We consider the properties of the bootstrap as a tool for inference concerning the eigenvalues of a sample covariance matrix computed from an $n \times p$ data matrix $X$ . We focus…

stat.ME2016★ 11 cited

Can we trust the bootstrap in high-dimension?

Noureddine El Karoui, Elizabeth Purdom

We consider the performance of the bootstrap in high-dimensions for the setting of linear regression, where $p < n$ but $p / n$ is not close to zero. We consider ordinary least-squares…