Sparse principal component analysis with measurement errors

DOI10.1016/J.JSPI.2016.03.001zbMath1341.62168OpenAlexW2299305359MaRDI QIDQ282903

Jian-Hong Shi, Wei-xing Song

Publication date: 12 May 2016

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

Full work available at URL: https://doi.org/10.1016/j.jspi.2016.03.001

zbMATH Keywords

measurement errorbias correctionLassoelastic netsparse principal component analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)

Uses Software

• elasticnet
• ElemStatLearn

Cites Work

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• The varimax criterion for analytic rotation in factor analysis
• Least angle regression. (With discussion)
• Simple Principal Components
• Regularization and Variable Selection Via the Elastic Net
• Measurement Error in Nonlinear Models
• The elements of statistical learning. Data mining, inference, and prediction

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