Pca stability studied by the bootstrap and the infinitesimal jackknife method (Q3823641)
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scientific article; zbMATH DE number 4098517
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| English | Pca stability studied by the bootstrap and the infinitesimal jackknife method |
scientific article; zbMATH DE number 4098517 |
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Pca stability studied by the bootstrap and the infinitesimal jackknife method (English)
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1989
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principal component analysis
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asymptotic convergence of the infinitesimal jackknife estimation
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method
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stability index
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exact variance
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bootstrapped variance
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bias
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eigenvalues
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eigenvectors
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correlation matrix
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asymptotic convergence of the infinitesimal jackknife estimation method
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0.88981277
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0.86659694
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0.85342497
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0.8435845
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0.83749807
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0.8362448
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