Cross-validation of covariance structures using the frobenius matrix distance as a discrepancy function

DOI10.1080/00949659708811831zbMath0880.62063OpenAlexW2049438561MaRDI QIDQ4345964

L. M. Rodriguez, R. J. Biscay, Eloísa Díaz-Francés

Publication date: 5 February 1998

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949659708811831

zbMATH Keywords

covariance structurecross-validation criterionnumber of factorsnumber of principal componentsFrobenius matrix distance

Mathematics Subject Classification ID

Multivariate analysis (62H99) Factor analysis and principal components; correspondence analysis (62H25) Monte Carlo methods (65C05)

Cites Work

• Factor analysis and AIC
• Estimating the dimension of a model
• Principal component analysis.
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Cross-Validatory Estimation of the Number of Components in Factor and Principal Components Models
• Cross-validation criteria for covariance structures
• A new look at the statistical model identification
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