Bi-cross-validation for factor analysis (Q104117): Difference between revisions

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+Eigenvalue Ratio Test for the Number of Factors
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+Improved penalization for determining the number of factors in approximate factor models
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+Statistical analysis of factor models of high dimension
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+Determining the Number of Factors in Approximate Factor Models
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+Eigenvalues of large sample covariance matrices of spiked population models
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+Q5830931
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+The singular values and vectors of low rank perturbations of large rectangular random matrices
+Normal rank
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+Latent variable graphical model selection via convex optimization
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+Selecting the number of principal components: estimation of the true rank of a noisy matrix
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+Q4931752
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+Detection of signals by information theoretic criteria: general asymptotic performance analysis
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+Equivalence of regularization and truncated iteration in the solution of ill-posed image reconstruction problems
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+The Generalized Dynamic Factor Model
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+Normal rank
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+The Optimal Hard Threshold for Singular Values is &lt;inline-formula&gt; &lt;tex-math notation="TeX"&gt;\(4/\sqrt {3}\) &lt;/tex-math&gt;&lt;/inline-formula&gt;
+Normal rank
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+Determining the Number of Factors in the General Dynamic Factor Model
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+A review of signal subspace speech enhancement and its application to noise robust speech recognition
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+A rationale and test for the number of factors in factor analysis
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+Principal component analysis.
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+Normal rank
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+A Testing Procedure for Determining the Number of Factors in Approximate Factor Models With Large Datasets
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+Factor modeling for high-dimensional time series: inference for the number of factors
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+TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
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+A general framework for multiple testing dependence
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+OptShrink: An Algorithm for Improved Low-Rank Signal Matrix Denoising by Optimal, Data-Driven Singular Value Shrinkage
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+Sample Eigenvalue Based Detection of High-Dimensional Signals in White Noise Using Relatively Few Samples
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+Finite sample approximation results for principal component analysis: A matrix perturbation approach
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+Asymptotics of the principal components estimator of large factor models with weakly influential factors
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+Asymptotic analysis of the squared estimation error in misspecified factor models
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+Bi-cross-validation of the SVD and the nonnegative matrix factorization
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+Bi-cross-validation for factor analysis
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+Normal rank
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+Q5449216
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+Normal rank
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+How many principal components? Stopping rules for determining the number of non-trivial axes revisited
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+Q3093208
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+On a Heuristic Method of Test Construction and its use in Multivariate Analysis
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+Multiple hypothesis testing adjusted for latent variables, with an application to the AGEMAP gene expression data
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+Determining the number of components from the matrix of partial correlations
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+On early stopping in gradient descent learning
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+Boosting with early stopping: convergence and consistency
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