Pca stability studied by the bootstrap and the infinitesimal jackknife method

DOI10.1080/02331888908802168zbMath0671.62038OpenAlexW2086973847MaRDI QIDQ3823641

P. Trécourt, Jean-Jacques Daudin, Camille Duby

Publication date: 1989

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888908802168

zbMATH Keywords

eigenvaluesprincipal component analysiseigenvectorsbiasstability indexcorrelation matrixmethodexact varianceasymptotic convergence of the infinitesimal jackknife estimationasymptotic convergence of the infinitesimal jackknife estimation methodbootstrapped variance

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05)

Related Items (4)

Unnamed Item ⋮ PCA stability and choice of dimensionality ⋮ Selection of components in principal component analysis: A comparison of methods ⋮ The use of probabilistic models to produce optimal graphical displays of high-dimensional data sets

Cites Work

• Bootstrap tests and confidence regions for functions of a covariance matrix
• Stability of principal component analysis studied by the bootstrap method
• Asymptotic expansions for the distributions of the sample roots under nonnormality
• Unnamed Item

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