Josse, Julie; Husson, François - In: Computational Statistics & Data Analysis 56 (2012) 6, pp. 1869-1879
Cross-validation is a tried and tested approach to select the number of components in principal component analysis (PCA … such as the general cross-validation one (GCV) provide convenient approximations to leave-one-out cross-validation. They … a unique projection matrix. It enables the definition of two cross-validation approximation criteria: the smoothing …