Using cross-validation in principal component analysis

MaRDI QIDQ2750812zbMATH OpenFDO

Authors Louis Ferré, Philippe Besse

Publication date 21 October 2001

Published in Revue de Statistique Appliquée (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=RSA_1993__41_1_71_0, https://eudml.org/doc/106331

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Factor analysis and principal components; correspondence analysis (62H25)

Cites work

• Cross-Validatory Estimation of the Number of Components in Factor and Principal Components Models
• scientific article; zbMATH DE number 3936168 (Why is no real title available?)
• scientific article; zbMATH DE number 3239038 (Why is no real title available?)
• Influence in principal components analysis
• Mean Square Error of Prediction as a Criterion for Selecting Variables
• Nonparametric curve estimation from time series
• PCA stability and choice of dimensionality
• Pca stability studied by the bootstrap and the infinitesimal jackknife method
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

Cited in

(4)

• Simultaneous non-parametric regressions of unbalanced longitudinal data
• Bi-cross-validation of the SVD and the nonnegative matrix factorization
• Selecting the number of components in principal component analysis using cross-validation approximations
• Selection of components in principal component analysis: A comparison of methods

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