A generalized information criterion for high-dimensional PCA rank selection

Hung HungHuang S.-Y.Ing C.-K.2022-04-292022-04-2920220932-5026https://www.scopus.com/inward/record.uri?eid=2-s2.0-85122686816&doi=10.1007%2fs00362-021-01276-7&partnerID=40&md5=4efb6392824e23cf599b48e6315746fbhttps://scholars.lib.ntu.edu.tw/handle/123456789/609064A generalized information criterion for high-dimensional PCA rank selectionjournal article10.1007/s00362-021-01276-72-s2.0-85122686816