Cross-Validatory Choice of the Number of Components From a Principal Component Analysis
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/00401706.1982.10487712
Reference15 articles.
1. Updating the singular value decomposition
2. Rank-one modification of the symmetric eigenproblem
3. Singular value decomposition and least squares solutions
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