Using Model Selection Criteria to Choose the Number of Principal Components

被引：4
|
作者：
Sclove, Stanley L. [1 ]
机构：
[1] Univ Illinois, Chicago, IL 60607 USA
来源：
JOURNAL OF STATISTICAL THEORY AND APPLICATIONS | 2021年 / 20卷 / 03期
关键词：
Information criteria; AIC; BIC; Principal components; REGRESSION;
D O I：
10.1007/s44199-021-00002-4
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The use of information criteria, especially AIC (Akaike's information criterion) and BIC (Bayesian information criterion), for choosing an adequate number of principal components is illustrated.
引用
收藏
页码：450 / 461
页数：12
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