Bi-cross-validation of the SVD and the nonnegative matrix factorization

DOI10.48550/arXiv.0908.2062zbMath1166.62047arXiv0908.2062MaRDI QIDQ159675

Patrick O. Perry, Art B. Owen, Art B. Owen, Patrick O. Perry

Publication date: 14 August 2009

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0908.2062

zbMATH Keywords

cross-validation; random matrix theory; principal components; sample reuse; weak factor model

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H25: Factor analysis and principal components; correspondence analysis

62E20: Asymptotic distribution theory in statistics

15B52: Random matrices (algebraic aspects)

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