Principal loading analysis

DOI10.1016/j.jmva.2021.104754zbMath1473.62201arXiv2007.05215OpenAlexW3137790022MaRDI QIDQ82192

Bernhard Drabant, Jan O. Bauer, Jan O. Bauer, Bernhard Drabant

Publication date: July 2021

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.05215

zbMATH Keywords

principal component analysisdimensionality reductionmatrix perturbation theorycomponent loading

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Inequalities involving eigenvalues and eigenvectors (15A42) Eigenvalues, singular values, and eigenvectors (15A18) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

prinvars, Regression based thresholds in principal loading analysis

Cites Work

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