统计研究 ›› 2005, Vol. 22 ›› Issue (6): 53-6.
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陈平云; 傅红春; 潘玮杰
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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.
陈平云, 傅红春, 潘玮杰. 主因素数量的置信区间[J]. 统计研究, 2005, 22(6): 53-6.
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https://tjyj.stats.gov.cn/CN/Y2005/V22/I6/53
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