12 citations · 23 across the 2 of their papers we have counts for
2 papers
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 data matrix . 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 but is not close to zero. We consider ordinary least-squares…