Concepedia

Determining the number of components in a factor model from limited noisy data

Shira Kritchman, Boaz Nadler

Chemometrics and Intelligent Laboratory Systems · 2008 · 206 citations · 42 references

DOI

Concepts

References

42

An Introduction to Multivariate Statistical Analysis

Robb J. Muirhead, T. W. Anderson · Journal of Business and Economic Statistics · 1986 · 9.3K citations

, , +10

Principal Component Analysis

Colin Goodall, Ian T. Jolliffe · Technometrics · 1988 · 8.7K citations

, , +5

Detection of signals by information theoretic criteria

M. Wax, T. Kailath · IEEE Transactions on Acoustics Speech and Signal Processing · 1985 · 3.4K citations

, , +11

An Introduction to Multivariate Statistical Analysis.

C. J. Skinner, T. W. Anderson · Journal of the Royal Statistical Society Series A (General) · 1985 · 3.3K citations

, , +9

DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES

V A Marčenko, L. А. Pastur · Mathematics of the USSR-Sbornik · 1967 · 2.5K citations

, , +11