Determining the number of components in principal components analysis: A comparison of statistical, crossvalidation and approximated methods

标题
Determining the number of components in principal components analysis: A comparison of statistical, crossvalidation and approximated methods
作者
关键词
Covariance matrix, Tracy–Widom distribution, Dimensionality assessment, Random matrix theory, Eigenanalysis
出版物
CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS
Volume 149, Issue -, Pages 99-116
出版商
Elsevier BV
发表日期
2015-10-27
DOI
10.1016/j.chemolab.2015.10.006

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