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

DOI10.1016/0167-9473(94)00020-JzbMath0875.62253OpenAlexW1965555084MaRDI QIDQ672963

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)

Related Items

Identifying the informational/signal dimension in principal component analysis ⋮ Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis ⋮ Variance variation criterion and consistency in estimating the number of significant signals of high-dimensional PCA ⋮ The Impact of Measurement Error on Principal Component Analysis ⋮ Selecting the number of components in principal component analysis using cross-validation approximations ⋮ Stability approach to selecting the number of principal components ⋮ How many principal components? Stopping rules for determining the number of non-trivial axes revisited ⋮ Choosing Principal Components: A New Graphical Method Based on Bayesian Model Selection ⋮ On the number of principal components: a test of dimensionality based on measurements of similarity between matrices ⋮ Applied regression analysis bibliography update 1994-97 ⋮ Comparison of Correction Factors and Sample Size Required to Test the Equality of the Smallest Eigenvalues in Principal Component Analysis ⋮ A method of dimensionality reduction by selection of components in principal component analysis for text classification

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