Selection of components in principal component analysis: A comparison of methods

DOI10.1016/0167-9473(94)00020-JzbMATHOpenAlexMaRDI QIDQ672963FDO

Authors Louis Ferré

Publication date 28 February 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(94)00020-j

zbMATH Keywords

Principal component analysisChoice of dimensionalityFixed effect model

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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Cites work

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Cited in

(32)

• Identifying the informational/signal dimension in principal component analysis
• Computational aspects of algorithms for variable selection in the context of principal components
• A Monte Carlo examination of the broken-stick distribution to identify components to retain in principal component analysis
• Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis
• Deterministic parallel analysis: an improved method for selecting factors and principal components
• A restricted selection index method based on eigenanalysis
• Detecting the dimensionality for principal components model
• Component-wise dimension reduction
• Principal components selection by the criterion of the minimum mean difference of complexity
• The impact of measurement error on principal component analysis
• Choosing Principal Components: A New Graphical Method Based on Bayesian Model Selection
• Computer intensive trials to determine the number of variables in PCA
• Valuation function models of principal components and a method for selecting optimum from evaluation schemes
• Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA
• A memory-based method to select the number of relevant components in principal component analysis
• A Simple Rule for the Selection of Principal Components
• Cross-validatory choice for the number of principal components in principal component regression
• A comparison of simulated annealing algorithms for variable selection in principal component analysis and discriminant analysis
• Selecting the number of principal components: estimation of the true rank of a noisy matrix
• On the number of principal components: a test of dimensionality based on measurements of similarity between matrices
• How many principal components? Stopping rules for determining the number of non-trivial axes revisited
• scientific article; zbMATH DE number 3996898 (Why is no real title available?)
• Selecting the number of components in principal component analysis using cross-validation approximations
• A decision procedure for determining the number of components in principal component analysis
• Using observed confidence levels to perform principal component analyses
• Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
• A method of dimensionality reduction by selection of components in principal component analysis for text classification
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• Cross-validation methods in principal component analysis: a comparison
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