Alex Papanicolaou

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All published works

Action	Title	Year	Authors
+	The Dispersion Bias	2022	Lisa R. Goldberg Alex Papanicolaou Alex Shkolnik
+	The Dispersion Bias	2017	Lisa R. Goldberg Alex Papanicolaou Alex Shkolnik
+	The Dispersion Bias	2017	Lisa R. Goldberg Alex Papanicolaou Alex Shkolnik

Common Coauthors

Coauthor	Papers Together
Alex Shkolnik	3
Lisa R. Goldberg	3

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Covariance regularization by thresholding	2008	Peter J. Bickel Elizaveta Levina	2
+	Asymptotics of empirical eigenstructure for high dimensional spiked covariance	2017	Weichen Wang Jianqing Fan	2
+ PDF Chat	Mean–variance portfolio optimization when means and covariances are unknown	2011	Tze Leung Lai Haipeng Xing Zehao Chen	2
+ PDF Chat	Large Covariance Estimation by Thresholding Principal Orthogonal Complements	2013	Jianqing Fan Yuan Liao Martina Mincheva	2
+	On the Realized Risk of High-Dimensional Markowitz Portfolios	2013	Noureddine El Karoui	2
+	The optimization of a quadratic function subject to linear constraints	1956	Harry M. Markowitz	1
+ PDF Chat	A Modified Principal Component Technique Based on the LASSO	2003	Ian T. Jolliffe Nickolay T. Trendafilov Mudassir Uddin	1
+ PDF Chat	Spectrum estimation for large dimensional covariance matrices using random matrix theory	2008	Noureddine El Karoui	1
+ PDF Chat	High-dimensionality effects in the Markowitz problem and other quadratic programs with linear constraints: Risk underestimation	2010	Noureddine El Karoui	1
+ PDF Chat	A survey of high dimension low sample size asymptotics	2018	Makoto Aoshima Dan Shen Haipeng Shen Kazuyoshi Yata Yi‐Hui Zhou J. S. Marron	1
+	Optimal shrinkage of eigenvalues in the spiked covariance model	2018	David L. Donoho Matan Gavish Iain M. Johnstone	1
+ PDF Chat	Eigenvectors of some large sample covariance matrix ensembles	2010	Olivier Ledoit Sandrine Péché	1
+ PDF Chat	James-Stein estimation of the first principal component	2021	Alexander Shkolnik	1
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein	1
+	Measure Theory	2013	Donald L. Cohn	1
+ PDF Chat	Geometric Representation of High Dimension, Low Sample Size Data	2005	Peter A. Hall J. S. Marron Amnon Neeman	1
+	Revisiting Spherical Trigonometry with Orthogonal Projectors	2004	Sudipto Banerjee	1
+	DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES	1967	V A Marčenko L. А. Pastur	1
+ PDF Chat	Numerical methods for computing angles between linear subspaces	1973	Åke Björck Gene H. Golub	1