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http://dx.doi.org/10.5351/KJAS.2010.23.4.767

Contribution of Principal Components Based on the Broken-Stick Model  

Kang, Y.J. (Lotte Card Co., Ltd.)
Byun, J.H. (Department of Statistics, Korea University)
Ki, K.Y. (Department of Statistics, Korea University)
Publication Information
The Korean Journal of Applied Statistics / v.23, no.4, 2010 , pp. 767-776 More about this Journal
Abstract
Frontier (1976) suggested a criterion based on the expected length of ordered random intervals under the Broken-stick model (Barton and David, 1956) to determine the optimal number of principal components retained. It is considered to be one of the methods that provide the most consistent simulation results (Jackson, 1993). This study is aimed to propose a method using the distribution of ordered random intervals to evaluate the contribution of principal components. We also examine several types of Gini indices along with the corresponding Lorenz curves to visualize the overall equivalence of those contributions.
Keywords
Contribution of principal components; Broken-stick model; Lorenz curve; Gini index;
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