Bi-cross-validation of the SVD and the nonnegative matrix factorization

Annals of Applied Statistics

Volumn 3, Issue 2, 2009, Pages 564-594

  Owen, Art B ^a   Perry, Patrick O ^a  

^a STANFORD UNIVERSITY   (United States)

Author keywords

Cross validation; Principal components; Random matrix theory; Sample reuse; Weak factor model

Indexed keywords

EID: 71549165598     PISSN: 19326157     EISSN: 19417330     Source Type: Journal    
DOI: 10.1214/08-AOAS227     Document Type: Article

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