Principal loading analysis (Q82192): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Normalize DOI.
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.jmva.2021.104754 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Variable selection in regression models using principal components / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Principal component analysis. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Principal component analysis: a review and recent developments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotics of eigenvalues and unit-length eigenvectors of sample variance and correlation matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic variance matrix of the sample correlation matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: How many principal components? Stopping rules for determining the number of non-trivial axes revisited / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998482 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A useful variant of the Davis–Kahan theorem for statisticians / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.JMVA.2021.104754 / rank
 
Normal rank

Latest revision as of 19:58, 27 December 2024

scientific article
Language Label Description Also known as
English
Principal loading analysis
scientific article

    Statements

    184
    0 references
    104754
    0 references
    July 2021
    0 references
    22 June 2021
    0 references
    0 references
    0 references
    0 references
    0 references
    Principal loading analysis (English)
    0 references
    Principal component analysis (PCA) is one of the most popular data mining techniques in multivariate analysis. The main contribution of this manuscript is a novel approach where dimension reduction employes selection of a subset from the observed variables based on non-impact in the eigenvectors.
    0 references
    component loading
    0 references
    dimensionality reduction
    0 references
    matrix perturbation theory
    0 references
    principal component analysis
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references