Principal component selection via adaptive regularization method and generalized information criterion

DOI10.1007/s00362-015-0691-1zbMath1394.62079OpenAlexW2199019030MaRDI QIDQ513693

Heewon Park, Sadanori Konishi

Publication date: 7 March 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0691-1

zbMATH Keywords

principal component analysisinformation criterionadaptive \(\mathrm L_1\)-type penaltysparse regression modeling

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Generalized linear models (logistic models) (62J12)

Related Items (2)

Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection ⋮ Convergence rate of eigenvector empirical spectral distribution of large Wigner matrices

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• Tuning parameter selectors for the smoothly clipped absolute deviation method

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