Pages that link to "Item:Q1023553"
From MaRDI portal
The following pages link to On the number of principal components: a test of dimensionality based on measurements of similarity between matrices (Q1023553):
Displaying 32 items.
- ICS for Multivariate Outlier Detection with Application to Quality Control (Q151135) (← links)
- Selecting the number of components in principal component analysis using cross-validation approximations (Q434968) (← links)
- Selection of components in principal component analysis: A comparison of methods (Q672963) (← links)
- How many principal components? Stopping rules for determining the number of non-trivial axes revisited (Q957273) (← links)
- Bayesian estimation of the number of principal components (Q970703) (← links)
- Variable neighborhood search heuristics for selecting a subset of variables in principal component analysis (Q1048653) (← links)
- PCA stability and choice of dimensionality (Q1185331) (← links)
- A decision procedure for determining the number of components in principal component analysis (Q1193973) (← links)
- Principal component analysis combined with truncated-Newton minimization for dimensionality reduction of chemical databases (Q1411638) (← links)
- An exposition of multivariate analysis with the singular value decomposition in R (Q1623402) (← links)
- Parameter cascading for panel models with unknown number of unobserved factors: an application to the credit spread puzzle (Q1623512) (← links)
- A comparison of simulated annealing algorithms for variable selection in principal component analysis and discriminant analysis (Q1623574) (← links)
- Classification for high-throughput data with an optimal subset of principal components (Q1631080) (← links)
- Identifying the informational/signal dimension in principal component analysis (Q1634747) (← links)
- Stability approach to selecting the number of principal components (Q1729322) (← links)
- Multiple imputation in principal component analysis (Q1761307) (← links)
- Cross-validation methods in principal component analysis: a comparison (Q1766956) (← links)
- Asymptotic and bootstrap tests for subspace dimension (Q2062780) (← links)
- Hypothesis tests for principal component analysis when variables are standardized (Q2419845) (← links)
- A confidence interval for the number of principal components (Q2495830) (← links)
- Projection of a correlation matrix onto the unit sphere in \(\mathbb{R}^3\) (Q2750828) (← links)
- CROSS-VALIDATORY CHOICE FOR THE NUMBER OF PRINCIPAL COMPONENTS IN PRINCIPAL COMPONENT REGRESSION (Q3457671) (← links)
- Detecting the Dimensionality for Principal Components Model (Q3589989) (← links)
- A graphical procedure for comparing the principal components of several covariance matrices (Q3749962) (← links)
- Common principal component subspaces in two groups (Q3779599) (← links)
- How might sovereign bond yields in Asia Pacific react to US monetary normalisation under turbulent market conditions? (Q5034168) (← links)
- The permutation testing approach: a review (Q5148506) (← links)
- The principal problem with principal components regression (Q5203802) (← links)
- An estimation of the number of primary factors based on residual matrix variance ratio (Q5260424) (← links)
- Combining eigenvalues and variation of eigenvectors for order determination (Q5384419) (← links)
- Using observed confidence levels to perform principal component analyses (Q5739176) (← links)
- Detecting the Guttman effect with the help of ordinal correspondence analysis in synchrotron X-ray diffraction data analysis (Q5861251) (← links)
