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Estimating the number of principal components via Split-Half Eigenvector Matching (SHEM)

Estimating the number of principal components to retain for dimension reduction is a critical step in many applications of principal component analysis. Common methods may not be optimal, however. The current paper presents an alternative procedure that aims to recover the true number of principal c...

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Detalles Bibliográficos
Autor Principal: Thomas E. Gladwin
Formato: Artigo
Idioma:Inglês
Publicado: Elsevier 2023-12-01
Series:MethodsX
Assuntos:
Acceso en liña:http://www.sciencedirect.com/science/article/pii/S2215016123002832
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