Estimating the number of signals using principal component analysis
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A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä
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Stat, Volume 8, issue 1, pp. 1-7
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In this work, we develop inferential tools for determining the correct number of principal components under a general noisy latent variable model, which includes as a special case, for example, the noisy independent component model. The problem is approached using hypothesis testing, and we provide both a large‐sample test and several resampling‐based alternatives. Simulations and an application to sound data reveal that both types of approaches keep the desired levels and have good power.Description
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Virta, J & Nordhausen, K 2019, 'Estimating the number of signals using principal component analysis', Stat, vol. 8, no. 1, e231, pp. 1-7. https://doi.org/10.1002/sta4.231