Dimension Estimation in Noisy PCA With SURE and Random Matrix Theory.

Magnus O. Ulfarsson Victor Solo Dimension Estimation in Noisy PCA With SURE and Random Matrix Theory. 5804-5816 2008 56 IEEE Transactions on Signal Processing 12 http://dx.doi.org/10.1109/TSP.2008.2005865 db/journals/tsp/tsp56.html#UlfarssonS08