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

collaborators

Showing 2016Show all

3 papers · 1 filter

math.ST2016

Asymptotics For High Dimensional Regression M-Estimates: Fixed Design Results

Lihua Lei, Peter J. Bickel, Noureddine El Karoui

We investigate the asymptotic distributions of coordinates of regression M-estimates in the moderate $p / n$ regime, where the number of covariates $p$ grows proportionally with the…

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…