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A decision procedure for determining the number of components in principal component analysis - MaRDI portal

A decision procedure for determining the number of components in principal component analysis (Q1193973)

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scientific article; zbMATH DE number 63555
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A decision procedure for determining the number of components in principal component analysis
scientific article; zbMATH DE number 63555

    Statements

    A decision procedure for determining the number of components in principal component analysis (English)
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    27 September 1992
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    correct decision
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    multivariate normal distribution
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    principal components analysis
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    selection rule
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    sample size
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    critical value
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    simulation study
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    multivariate elliptical \(t\)-distribution
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    multivariate \(t\)-distribution
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