Selecting the number of principal components: estimation of the true rank of a noisy matrix
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Publication:682300
DOI10.1214/16-AOS1536zbMath1394.62073arXiv1410.8260OpenAlexW2963550944MaRDI QIDQ682300
Jonathan E. Taylor, Robert Tibshirani, Yunjin Choi
Publication date: 14 February 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.8260
Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)
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