Stability approach to selecting the number of principal components

DOI10.1007/s00180-018-0826-7zbMath1417.62167MaRDI QIDQ1729322

Seung Jun Shin, Jiyeon Song

Publication date: 27 February 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-018-0826-7

zbMATH Keywords

principal component analysis; subsampling; stability selection; structural dimension

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62H25: Factor analysis and principal components; correspondence analysis

Uses Software

• glasso