Cross-validation in principal component analysis
- Authors
- W. J. Krzanowski
- Published
- 1987
- External link
- http://www.jstor.org/stable/2531996
- Citation
- Krzanowski: "Cross-validation in principal component analysis", Biometrics, 43, 575-584, 1987.
- Abstract
- This paper describes a form of cross-validation, in the context of principal component analysis, which has a number of useful aspects as regards multivariate data inspection and description. Topics covered include choice of dimensionality, identification of influential observations, and selection of important variables. The methods are motivated by and illustrated on a well-known data set.
- Tags
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