Sparse principal component analysis with measurement errors
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Publication:282903
DOI10.1016/j.jspi.2016.03.001zbMath1341.62168MaRDI QIDQ282903
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
62H25: Factor analysis and principal components; correspondence analysis
62J07: Ridge regression; shrinkage estimators (Lasso)
Uses Software