Choosing principal components: A new graphical method based on bayesian model selection

Communications in Statistics: Simulation and Computation

Volumn 37, Issue 5, 2008, Pages 962-977

  Auer, Philipp ^a   Gervini, Daniel ^b  

^a Münchener Rückversicherungs Gesellschaft ^*

^b UNIVERSITY OF WISCONSIN MILWAUKEE   (United States)

Author keywords

Dimension reduction; Factor analysis; Scree plot; Singular value decomposition

Indexed keywords

EID: 42649132516     PISSN: 03610918     EISSN: 15324141     Source Type: Journal    
DOI: 10.1080/03610910701855005     Document Type: Article

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