A confidence interval for the number of principal components

DOI10.1016/j.jspi.2004.10.016zbMath1090.62057OpenAlexW2013605417MaRDI QIDQ2495830

Pinyuen Chen

Publication date: 30 June 2006

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.10.016

zbMATH Keywords

asymptotic distributioneigenvalueprincipal component analysiscovariance matrixconfidence limit

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Parametric tolerance and confidence regions (62F25) Statistical ranking and selection procedures (62F07)

Cites Work

• A decision procedure for determining the number of components in principal component analysis
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES
• Asymptotic Theory for Principal Component Analysis
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