CROSS-VALIDATORY CHOICE FOR THE NUMBER OF PRINCIPAL COMPONENTS IN PRINCIPAL COMPONENT REGRESSION

DOI10.5183/jjscs1988.9.53zbMath1330.62241OpenAlexW2045673512MaRDI QIDQ3457671

Jae-Kyoung Shin, Yutaka Tanaka

Publication date: 16 December 2015

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs1988.9.53

zbMATH Keywords

cross-validationprincipal component regressionnumber of principal components

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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