PCA stability and choice of dimensionality

DOI10.1016/0167-7152(92)90115-LzbMath0743.62046OpenAlexW1991766506MaRDI QIDQ1185331

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Publication date: 28 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90115-l

zbMATH Keywords

bootstrapperturbation theorydimensionalityTaylor expansionprincipal components analysisrisk functionjackknife estimateclassical distance between projectorsPCA scatterplots

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Graphical methods in statistics (62A09)

Related Items (18)

Coherent mortality forecasting by the weighted multilevel functional principal component approach ⋮ A survey of functional principal component analysis ⋮ Statistical inferences for functional data ⋮ Projection under pairwise distance control ⋮ The fixed effects PCA model in a common principal component environment ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues ⋮ Simultaneous non-parametric regressions of unbalanced longitudinal data ⋮ Functional data clustering using principal curve methods ⋮ Parametric Functional Principal Component Analysis ⋮ Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches ⋮ Stability approach to selecting the number of principal components ⋮ Selection of components in principal component analysis: A comparison of methods ⋮ On Properties of Functional Principal Components Analysis ⋮ On the number of principal components: a test of dimensionality based on measurements of similarity between matrices ⋮ A modification of Silverman's method for smoothed functional principal components analysis ⋮ Assessing the Finite Dimensionality of Functional Data

Uses Software

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Cites Work

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• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Bootstrap tests and confidence regions for functions of a covariance matrix
• Principal component analysis.
• Influence in principal components analysis
• Stability of principal component analysis studied by the bootstrap method
• Pca stability studied by the bootstrap and the infinitesimal jackknife method

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