Cross-validation of covariance structures using the frobenius matrix distance as a discrepancy function (Q4345964)
From MaRDI portal
scientific article; zbMATH DE number 1040521
Language | Label | Description | Also known as |
---|---|---|---|
English | Cross-validation of covariance structures using the frobenius matrix distance as a discrepancy function |
scientific article; zbMATH DE number 1040521 |
Statements
Cross-validation of covariance structures using the frobenius matrix distance as a discrepancy function (English)
0 references
5 February 1998
0 references
covariance structure
0 references
number of factors
0 references
number of principal components
0 references
cross-validation criterion
0 references
Frobenius matrix distance
0 references