Prefer a chat interface with context about you and your work?
Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
In this paper, we study the problem of estimating the number of significant components in principal component analysis (PCA), which corresponds to the number of dominant eigenvalues of the covariance matrix of $p$ variables. Our purpose is to examine the consistency of the estimation criteria AIC and BIC based on …