Parametric Bootstrap Tests for Determining the Number of Principal Components

2014 ◽  
Vol 8 (4) ◽  
pp. 674-691
Author(s):  
Deyse Márcia Pacheco Gebert ◽  
Daniel Furtado Ferreira
2021 ◽  
Vol 20 (3) ◽  
pp. 450-461
Author(s):  
Stanley L. Sclove

AbstractThe 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.


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