Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA

DOI10.1007/S10255-022-1094-4zbMATH Open1493.62324OpenAlexW4283740674MaRDI QIDQ2155641FDOQ2155641

G. P. Wang, Hengjian Cui

Publication date: 15 July 2022

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-022-1094-4

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zbMATH Keywords

consistencyhigh dimensionspiked modelsignificant eigenvaluesvariance variation criterion

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12)

Cites Work

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• A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
• On determining the number of spikes in a high-dimensional spiked population model
• Combining eigenvalues and variation of eigenvectors for order determination
• Estimation of the number of spikes, possibly equal, in the high-dimensional case
• On order determination by predictor augmentation

Cited In (1)

• Statistical significance of the contribution of variables to the PCA solution: an alternative permutation strategy

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