Automatic PCA Dimension Selection for High Dimensional Data and Small Sample Sizes
Imhoi Koo and Rhee Man Kil

Automatic PCA Dimension Selection for High Dimensional Data and Small Sample Sizes.pdf3.72MB
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Bibtex: 
@article{9:94,author={Imhoi Koo and Rhee Man Kil}, Title={Automatic PCA Dimension Selection for High Dimensional Data and Small Sample Sizes},journal={Journal of Machine Learning Research},volume={9}, url={http://www.jmlr.org/papers/volume9/vandermaaten08a/vandermaaten08a.pdf}}
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