Estimating the number of signals using principal component analysis

DOI10.1002/STA4.231MaRDI QIDQ6541504zbMATH OpenWikidataFDO

Authors Joni Virta, Klaus Nordhausen

Publication date 19 May 2024

Published in Stat (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1002/STA4.231

zbMATH Keywords

bootstrapcovariance matrixdimension reductionindependent component analysisorder determination

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A cautionary note on robust covariance plug-in methods
• Combining eigenvalues and variation of eigenvectors for order determination
• Fourth moments and independent component analysis
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• Independent component analysis: a statistical perspective
• On Wielandt's inequality and its application to the asymptotic distribution of the eigenvalues of a random symmetric matrix
• Principal component analysis.
• Probabilistic Principal Component Analysis
• Selecting the number of principal components: estimation of the true rank of a noisy matrix
• Test of linear trend in eigenvalues of a covariance matrix with application to data analysis
• TESTS OF SIGNIFICANCE FOR THE LATENT ROOTS OF COVARIANCE AND CORRELATION MATRICES

Cited in

(1)

• Power enhancement for dimension detection of Gaussian signals

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