Stability approach to selecting the number of principal components

DOI10.1007/s00180-018-0826-7zbMath1417.62167OpenAlexW2883402601MaRDI QIDQ1729322

Seung Jun Shin, Jiyeon Song

Publication date: 27 February 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-018-0826-7

zbMATH Keywords

principal component analysissubsamplingstability selectionstructural dimension

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25)

Uses Software

• glasso

Cites Work

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• Sparse inverse covariance estimation with the graphical lasso
• Selection of components in principal component analysis: A comparison of methods
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• Enhancing the selection of a model-based clustering with external categorical variables
• Sliced Inverse Regression for Dimension Reduction
• Stability Selection
• Sparse sufficient dimension reduction
• Comment