Cross-validation of covariance structures using the frobenius matrix distance as a discrepancy function (Q4345964)

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scientific article; zbMATH DE number 1040521
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Cross-validation of covariance structures using the frobenius matrix distance as a discrepancy function
scientific article; zbMATH DE number 1040521

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    Cross-validation of covariance structures using the frobenius matrix distance as a discrepancy function (English)
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    5 February 1998
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    covariance structure
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    number of factors
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    number of principal components
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    cross-validation criterion
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    Frobenius matrix distance
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