On the number of principal components: A test of dimensionality based on measurements of similarity between matrices

Title
On the number of principal components: A test of dimensionality based on measurements of similarity between matrices
Authors
Keywords
-
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 52, Issue 4, Pages 2228-2237
Publisher
Elsevier BV
Online
2007-08-07
DOI
10.1016/j.csda.2007.07.015

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