Lamrani, Lamia

1. Optimal Data Splitting for Holdout Cross-Validation in Large Covariance Matrix Estimation
   2025/03/19 by Lamia Lamrani, Christian Bongiorno, Lamrani, Lamia +3 · 3 citations
   Decision Sciences · Mathematics · #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Portfolio Management (q-fin.PM) #Probability and Risk Models #Risk Management (q-fin.RM) #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST)
2. Quantifying the information lost in optimal covariance matrix cleaning
   2023/10/03 by Christian Bongiorno, Lamia Lamrani, Bongiorno, Christian +1 · 1 citation
   Computer Science · Physics and Astronomy · #15B52 #62H12 #68V99 #Computation (stat.CO) #Evolutionary Algorithms and Applications #FOS: Computer and information sciences #Information Theory (cs.IT) #Statistical Mechanics and Entropy #Symbolic Computation (cs.SC)