A Simple Rule for the Selection of Principal Components

DOI10.1081/STA-120018556MaRDI QIDQ4798095zbMATH OpenOpenAlexFDO

Authors Dimitris Karlis, G. Saporta, Antonis Spinakis

Publication date 18 March 2003

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/sta-120018556

zbMATH Keywords

simulationsnumber of componentsnon-normalityKaiser criterion

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

• scientific article; zbMATH DE number 3976122 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 859023 (Why is no real title available?)
• A rationale and test for the number of factors in factor analysis
• ASYMPTOTIC THEORY FOR PRINCIPAL COMPONENT ANALYSIS: NON-NORMAL CASE1
• Asymptotic Theory for Principal Component Analysis
• Asymptotic distribution of the sample roots for a nonnormal population
• Bootstrap tests and confidence regions for functions of a covariance matrix
• Cross-Validatory Estimation of the Number of Components in Factor and Principal Components Models
• Determining the number of components from the matrix of partial correlations
• Distinctness of the eigenvalues of a quadratic form in a multivariate sample
• On the Sampling Theory of Roots of Determinantal Equations

Cited in

(10)

• Multivariate denoising using wavelets and principal component analysis
• Theoretical Justification of Decision Rules for the Number of Factors: Principal Component Analysis as a Substitute for Factor Analysis in One-Factor Cases
• Choosing Principal Components: A New Graphical Method Based on Bayesian Model Selection
• A memory-based method to select the number of relevant components in principal component analysis
• A confidence interval for the number of principal components
• Use of Pareto charts and principle component analysis to determine the main reasons for train accidents in Egypt
• How many principal components? Stopping rules for determining the number of non-trivial axes revisited
• A decision rule for discarding principal components in regression
• A decision procedure for determining the number of components in principal component analysis
• scientific article; zbMATH DE number 5187082 (Why is no real title available?)

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