How many principal components? stopping rules for determining the number of non-trivial axes revisited

Computational Statistics and Data Analysis

Volumn 49, Issue 4, 2005, Pages 974-997

  Peres Neto, Pedro R ^a,b   Jackson, Donald A ^a   Somers, Keith M ^a  

^a UNIVERSITY OF TORONTO   (Canada)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Monte Carlo simulations; Principal component analysis; Stopping rules

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; DATA ACQUISITION; ESTIMATION; MONTE CARLO METHODS; PATTERN RECOGNITION; STATISTICAL METHODS;

DATA SETS; NON-TRIVAL COMPONENTS; PRINCIPAL COMPONENTS; STOPPING RULES;

PRINCIPAL COMPONENT ANALYSIS;

EID: 19044395321     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2004.06.015     Document Type: Article

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