Inference on the Proportion of Variance Explained in Principal Component Analysis
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Cites work
- scientific article; zbMATH DE number 3886886 (Why is no real title available?)
- Approximate Selective Inference via Maximum Likelihood
- Automatic dimensionality selection from the scree plot via the use of profile likelihood
- Cross-Validatory Estimation of the Number of Components in Factor and Principal Components Models
- Data Fission: Splitting a Single Data Point
- Estimating network-mediated causal effects via principal components network regression
- Exact post-selection inference for the generalized Lasso path
- Exact post-selection inference, with application to the Lasso
- Exact selective inference with randomization
- Generalized Data Thinning Using Sufficient Statistics
- Post‐selection inference for changepoint detection algorithms with application to copy number variation data
- Principal component analysis.
- Probabilistic Principal Component Analysis
- Selecting the number of principal components: estimation of the true rank of a noisy matrix
- Selective Inference for Hierarchical Clustering
- Selective inference for clustering with unknown variance
- Splitting strategies for post-selection inference
- Statistical inference on random dot product graphs: a survey
- Testing for a change in mean after changepoint detection
- The Optimal Hard Threshold for Singular Values is <inline-formula> <tex-math notation="TeX">\(4/\sqrt {3}\) </tex-math></inline-formula>
- Valid Inference Corrected for Outlier Removal
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