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.pdf 3.72MB
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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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