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On the number of principal components: A test of dimensionality based on measurements of similarity between matrices.
Stéphane Dray
Published in:
Comput. Stat. Data Anal. (2008)
Keyphrases
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principal components
dimensionality reduction
principal component analysis
similarity measure
feature selection
computational complexity
least squares
distance measure
euclidean distance
hyperplane
principal components analysis
multivariate data
correlation matrix
kernel space