Principal components selection by the criterion of the minimum mean difference of complexity

DOI10.1006/JMVA.1994.1013zbMath0796.62052OpenAlexW2009171892MaRDI QIDQ1323846

George Gabor, R. P. Gupta, Guoqi Qian

Publication date: 11 October 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1994.1013

zbMATH Keywords

complexitysimulationasymptotic normalityminimum description lengthepsilon-contaminated normal familiesindex of predictive powerprincipal components selection

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

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