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- W2013605417 abstract "Abstract This paper proposes a confidence interval for the number of important principal components in principal component analysis. An important principal component is defined as a principal component whose value is close to the value of the largest principal component. More specifically, a principal component λ i is called important if λ i / λ 1 is sufficiently close to 1 where λ 1 is the largest eigenvalue. A distance measure for closeness will be defined under the framework of ranking and selection theory. A confidence interval for the number of important principal components will be proposed using a stepwise selection procedure. The proposed interval, which is asymptotic in nature, includes the true important components with a specified confidence. Numerical examples are given to illustrate our procedure." @default.
- W2013605417 created "2016-06-24" @default.
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- W2013605417 date "2006-08-01" @default.
- W2013605417 modified "2023-09-23" @default.
- W2013605417 title "A confidence interval for the number of principal components" @default.
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- W2013605417 doi "https://doi.org/10.1016/j.jspi.2004.10.016" @default.
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