统计研究 ›› 2005, Vol. 22 ›› Issue (6): 53-6.

• 论文 • 上一篇    下一篇

主因素数量的置信区间

陈平云; 傅红春; 潘玮杰   

  1. 美国Syracuse大学;上海师范大学;上海师范大学
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2005-06-15 发布日期:2005-06-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2005-06-15 Published:2005-06-15

Abstract: This paper proposes a confidence interval for the number of important principal components in principal component analysis. An important component is defined as a principal component whose value is close to the value of the largest component. More specifically, a component λi is called important if λi>λ1 is sufficiently close to 1. In the situation when several components are close to the top component and their variances are almost inseparable,our procedure will include all those “important” components while the usual criterion might miss some of them.