Stability of principal component analysis studied by the bootstrap method
- 1 January 1988
- journal article
- research article
- Published by Taylor & Francis in Statistics
- Vol. 19 (2) , 241-258
- https://doi.org/10.1080/02331888808802095
Abstract
The Bootstrap method allows to study the stability of the results of Principal Component Analysis without any underlying assumption. Several ways to apply this method are available. Some are equivalent and comparisons are made between the others. An index of stability of projection subspaces is given. Several examples are presentedKeywords
This publication has 2 references indexed in Scilit:
- Lower Rank Approximation of Matrices by Least Squares with Any Choice of WeightsTechnometrics, 1979
- Bootstrap Methods: Another Look at the JackknifeThe Annals of Statistics, 1979