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

DOI10.1016/0378-3758(92)90107-4zbMath0746.62059OpenAlexW2025756836MaRDI QIDQ1193973

Sheng-Tsaing Tseng, Deng-Yuan Huang

Publication date: 27 September 1992

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(92)90107-4

zbMATH Keywords

sample sizecritical valuesimulation studymultivariate normal distributionmultivariate \(t\)-distributionprincipal components analysisselection rulecorrect decisionmultivariate elliptical \(t\)-distribution

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Statistical ranking and selection procedures (62F07)

Related Items (4)

Deng–Yuan Huang: Life and Works ⋮ A memory-based method to select the number of relevant components in principal component analysis ⋮ A confidence interval for the number of principal components ⋮ A selection procedure for estimating the number of signal components

Cites Work

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• The varimax criterion for analytic rotation in factor analysis
• Multiple statistical decision theory: recent developments
• A rationale and test for the number of factors in factor analysis
• Asymptotic Theory for Principal Component Analysis
• Asymptotic Distributions of Some Multivariate Tests
• Inequalities: theory of majorization and its applications

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