An estimation of the number of primary factors based on residual matrix variance ratio

DOI10.3969/J.ISSN.0253-2778.2014.11.001MaRDI QIDQ5260424zbMATH OpenFDO

Authors Wei Lü, Limin Shao

Publication date 29 June 2015

zbMATH Keywords

principal component analysiseigenvalueeigenvectorresidual matrixnumber of principal factors

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Applications of statistics (62P99) Chemistry (92E99)

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Cited in

(1)

• The number of factors in factor analysis to the matrix rank

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