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

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scientific article; zbMATH DE number 1034037 (Why is no real title available?)
scientific article; zbMATH DE number 3444596 (Why is no real title available?)
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Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression
Consistent model selection criteria on high dimensions
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Cited in

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Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
On estimation of the noise variance in high dimensional probabilistic principal component analysis
A Dichotomous Behavior of Guttman-Kaiser Criterion from Equi-Correlated Normal Population
Statistical significance of the contribution of variables to the PCA solution: an alternative permutation strategy

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