Stability of principal component analysis studied by the bootstrap method
From MaRDI portal
Recommendations
Cites work
Cited in
(29)- Fast and robust bootstrap
- Bootstrap confidence intervals for principal response curves
- On the number of principal components: a test of dimensionality based on measurements of similarity between matrices
- PCA stability and choice of dimensionality
- A procedure for the detection of multivariate outliers.
- The forward search and data visualization
- Asymptotic and bootstrap tests for subspace dimension
- Validation in principal components analysis applied to EEG data
- Shape bias of robust covariance estimators: an empirical study
- A pure \(L_1\)-norm principal component analysis
- The use of probabilistic models to produce optimal graphical displays of high-dimensional data sets
- scientific article; zbMATH DE number 4041076 (Why is no real title available?)
- scientific article; zbMATH DE number 4048879 (Why is no real title available?)
- Pca stability studied by the bootstrap and the infinitesimal jackknife method
- scientific article; zbMATH DE number 2073350 (Why is no real title available?)
- Influence and sensitivity measures in correspondence analysis
- Application of the Parametric Bootstrap to Models that Incorporate a Singular Value Decomposition
- scientific article; zbMATH DE number 890189 (Why is no real title available?)
- Outlier detection for high dimensional data using the comedian approach
- A New Bootstrap-Based Stopping Criterion in PLS Components Construction
- Which Bootstrap for Principal Axes Methods?
- Stability of principal components under normal and non-normal parent populations and different covariance structures scenarios
- Selection of components in principal component analysis: A comparison of methods
- Assessing the stability of principal components using regression
- Unveiling outliers with robust covariance matrix estimation: a shrinkage approach
- A robust distance-based approach for detecting multidimensional outliers
- The Gaussian rank correlation estimator: robustness properties
- A monitoring display of multivariate outliers
- L1-norm projection pursuit principal component analysis
This page was built for publication: Stability of principal component analysis studied by the bootstrap method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3785791)