Cross-Validation in Principal Component Analysis
- 1 September 1987
- journal article
- research article
- Published by JSTOR in Biometrics
- Vol. 43 (3) , 575-584
- https://doi.org/10.2307/2531996
Abstract
This paper describes a form of cross-validation, in the context of principal component analysis, which has a number of useful aspects as regards multivariate da...This publication has 4 references indexed in Scilit:
- Generalized Cross-Validation as a Method for Choosing a Good Ridge ParameterTechnometrics, 1979
- Cross-Validatory Estimation of the Number of Components in Factor and Principal Components ModelsTechnometrics, 1978
- Discarding Variables in a Principal Component Analysis. II: Real DataJournal of the Royal Statistical Society Series C: Applied Statistics, 1973
- Two Case Studies in the Application of Principal Component AnalysisJournal of the Royal Statistical Society Series C: Applied Statistics, 1967