A Monte Carlo examination of the broken-stick distribution to identify components to retain in principal component analysis

DOI10.1080/00949655.2015.1112390OpenAlexW2406544787MaRDI QIDQ5222488

Pier-Olivier Caron

Publication date: 1 April 2020

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

Full work available at URL: http://r-libre.teluq.ca/1226/1/Caron%282016%29_jscs.pdf

zbMATH Keywords

principal component analysisMonte Carlo simulationsstopping rulesbroken-stick

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Pseudo-random numbers; Monte Carlo methods (11K45)

Cites Work

• How many principal components? Stopping rules for determining the number of non-trivial axes revisited
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