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Cross-Validatory Estimation of the Number of Components in Factor and Principal Components Models

✍ Scribed by Wold, Svante

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Alternatives to Cross-Validatory Estimat

✍ Lorber, Avraham; Kowalski, Bruce R. 📂 Article 📅 1990 🏛 Society for Applied Spectroscopy 🌐 English ⚖ 596 KB

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✍ Julie Josse; François Husson 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 496 KB

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✍ Bai, Jushan; Ng, Serena 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 486 KB

Estimation of dynamic models on the fact

✍ Mayo, Nathanaël 📂 Article 📅 2011 🏛 Taylor and Francis Group 🌐 English ⚖ 216 KB

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✍ Alexei Onatski 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 630 KB

Selecting the Number of Principal Compon

✍ Li, Yehua; Wang, Naisyin; Carroll, Raymond J. 📂 Article 📅 2013 🏛 American Statistical Association 🌐 English ⚖ 256 KB