Sparse principal component analysis with measurement errors

DOI10.1016/J.JSPI.2016.03.001MaRDI QIDQ282903zbMATH OpenOpenAlexFDO

Authors Jianhong Shi, Weixing Song

Publication date 12 May 2016

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2016.03.001

zbMATH Keywords

Lassomeasurement errorelastic netbias correctionsparse principal component analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Least angle regression. (With discussion)
• Measurement Error in Nonlinear Models
• Regularization and Variable Selection Via the Elastic Net
• Simple Principal Components
• The elements of statistical learning. Data mining, inference, and prediction
• The varimax criterion for analytic rotation in factor analysis

Cited in

(2)

• The impact of measurement error on principal component analysis
• Matrix completion with sparse measurement errors

Describes a project that uses

Uses Software

• ElemStatLearn
• elasticnet

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