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Selecting the number of components in principal component analysis using cross-validation approximations - MaRDI portal

Selecting the number of components in principal component analysis using cross-validation approximations (Q434968)

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scientific article; zbMATH DE number 6056992
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English
Selecting the number of components in principal component analysis using cross-validation approximations
scientific article; zbMATH DE number 6056992

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    Selecting the number of components in principal component analysis using cross-validation approximations (English)
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    16 July 2012
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    PCA
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    smoothing matrix
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    generalized cross-validation
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