Cross-validation of covariance structures using the frobenius matrix distance as a discrepancy function
From MaRDI portal
Publication:4345964
DOI10.1080/00949659708811831zbMath0880.62063MaRDI QIDQ4345964
R. J. Biscay, Eloísa Díaz-Francés, L. M. Rodriguez
Publication date: 5 February 1998
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659708811831
covariance structure; cross-validation criterion; number of factors; number of principal components; Frobenius matrix distance
62H99: Multivariate analysis
62H25: Factor analysis and principal components; correspondence analysis
65C05: Monte Carlo methods
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Factor analysis and AIC
- Estimating the dimension of a model
- Principal component analysis.
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Cross-Validatory Estimation of the Number of Components in Factor and Principal Components Models
- Cross-validation criteria for covariance structures
- A new look at the statistical model identification