How many principal components? stopping rules for determining the number of non-trivial axes revisited. Peres-Neto, P. R., Jackson, D. A., & Somers, K. M. Computational Statistics & Data Analysis, 49:974–997, 2005.
bibtex   
@ARTICLE{Peres-Neto2005,
  author = {Pedro R. Peres-Neto and Donald A. Jackson and Keith M. Somers},
  title = {How many principal components? stopping rules for determining the
	number of non-trivial axes revisited},
  journal = {Computational Statistics \& Data Analysis},
  year = {2005},
  volume = {49},
  pages = {974--997},
  file = {:Netoetal2005PCAstoprules.pdf:PDF},
  owner = {Tiago Marques},
  timestamp = {2015.10.27}
}

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