Principal components selection by the criterion of the minimum mean difference of complexity

DOI10.1006/JMVA.1994.1013MaRDI QIDQ1323846zbMATH OpenOpenAlexFDO

Authors Guoqi Qian, George Gabor, R. P. Gupta

Publication date 11 October 1994

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1994.1013

zbMATH Keywords

asymptotic normalitysimulationcomplexityminimum description lengthepsilon-contaminated normal familiesindex of predictive powerprincipal components selection

Mathematics Subject Classification ID

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

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