PCA stability and choice of dimensionality

DOI10.1016/0167-7152(92)90115-LzbMATH Open0743.62046OpenAlexW1991766506MaRDI QIDQ1185331FDOQ1185331

Authors: Philippe Besse 

Publication date: 28 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90115-l

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zbMATH Keywords

bootstrapperturbation theoryprincipal components analysisdimensionalityTaylor expansionrisk functionjackknife estimateclassical distance between projectorsPCA scatterplots

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Graphical methods in statistics (62A09)

Cites Work

• Principal component analysis.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
• Title not available (Why is that?)
• Bootstrap tests and confidence regions for functions of a covariance matrix
• Stability of principal component analysis studied by the bootstrap method
• Influence in principal components analysis
• Title not available (Why is that?)
• Pca stability studied by the bootstrap and the infinitesimal jackknife method

Cited In (23)

• On the number of principal components: a test of dimensionality based on measurements of similarity between matrices
• A survey of functional principal component analysis
• Assessing the Finite Dimensionality of Functional Data
• Functional data clustering using principal curve methods
• Title not available (Why is that?)
• Stability approach to selecting the number of principal components
• Indeterminacy problems in factor analysis and optimal principal component analysis
• Projection under pairwise distance control
• Coherent mortality forecasting by the weighted multilevel functional principal component approach
• Tie-respecting bootstrap methods for estimating distributions of sets and functions of eigenvalues
• Multipopulation mortality modelling and forecasting: the weighted multivariate functional principal component approaches
• Using cross-validation in principal component analysis
• Statistical inferences for functional data
• Pca stability studied by the bootstrap and the infinitesimal jackknife method
• Parametric Functional Principal Component Analysis
• On Properties of Functional Principal Components Analysis
• Selection of components in principal component analysis: A comparison of methods
• A modification of Silverman's method for smoothed functional principal components analysis
• Automatic dimensionality selection from the scree plot via the use of profile likelihood
• Title not available (Why is that?)
• The fixed effects PCA model in a common principal component environment
• Simultaneous non-parametric regressions of unbalanced longitudinal data
• PCA consistency in high dimension, low sample size context

Uses Software

• R

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