Sparse principal component analysis with measurement errors

DOI10.1016/J.JSPI.2016.03.001zbMATH Open1341.62168OpenAlexW2299305359MaRDI QIDQ282903FDOQ282903

Authors: Jianhong Shi, Weixing Song 

Publication date: 12 May 2016

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.2016.03.001

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zbMATH Keywords

Lassomeasurement errorelastic netbias correctionsparse principal component analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• The elements of statistical learning. Data mining, inference, and prediction
• Least angle regression. (With discussion)
• Title not available (Why is that?)
• Regularization and Variable Selection Via the Elastic Net
• Measurement Error in Nonlinear Models
• Title not available (Why is that?)
• The varimax criterion for analytic rotation in factor analysis
• Simple Principal Components

Cited In (2)

• The impact of measurement error on principal component analysis
• Matrix completion with sparse measurement errors

Uses Software

• elasticnet
• ElemStatLearn

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