Detecting the Dimensionality for Principal Components Model

DOI10.1080/03610911003778127zbMath1195.62102OpenAlexW2080356920MaRDI QIDQ3589989

Liuxia Wang, Yu-Lin Li

Publication date: 17 September 2010

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610911003778127

zbMATH Keywords

singular value decompositiondimension reductionprobabilistic PCAECM algorithmadaptive LASSO

Mathematics Subject Classification ID

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

Related Items

Bayesian principal component regression with data-driven component selection

Uses Software

• FinTS

Cites Work

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