Estimating the number of signals using principal component analysis

Joni Virta, Klaus Nordhausen

Research output: Contribution to journalArticleScientificpeer-review

111 Downloads (Pure)


In this work, we develop inferential tools for determining the correct number of principal components under a general noisy latent variable model, which includes as a special case, for example, the noisy independent component model. The problem is approached using hypothesis testing, and we provide both a large‐sample test and several resampling‐based alternatives. Simulations and an application to sound data reveal that both types of approaches keep the desired levels and have good power.
Original languageEnglish
Article numbere231
Pages (from-to)1-7
Issue number1
Publication statusPublished - 21 May 2019
MoE publication typeA1 Journal article-refereed


Dive into the research topics of 'Estimating the number of signals using principal component analysis'. Together they form a unique fingerprint.

Cite this