Using observed confidence levels to perform principal component analyses

DOI10.1080/03610926.2014.904356zbMath1342.62101OpenAlexW2346728535MaRDI QIDQ5739176

Santu Ghosh, Alan M. Polansky

Publication date: 15 July 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.904356

zbMATH Keywords

eigenvalueeigenvectornonparametric bootstrapmultivariate analysisparametric bootstrap

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Nonparametric statistical resampling methods (62G09)

Cites Work

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• PCA consistency in high dimension, low sample size context
• Bootstrap tests and confidence regions for functions of a covariance matrix
• Bootstrap methods: another look at the jackknife
• The problem of regions
• Principal component analysis.
• Modern Multivariate Statistical Techniques
• On a statistic useful in dimensionality reduction in multivariable linear stochastic system
• Observed Confidence Levels
• The Distribution of the Latent Roots of the Covariance Matrix
• Asymptotic Theory for Principal Component Analysis
• Principal components, analysis of variance and data structure

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