[R] Confidence intervals for PCA scores/eigenvalues

[Markus Loecher]

Very sorry about my incomplete email from 2 days ago, here is the full
version.
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Dear all,
I have read various descriptions of employing resampling techniques, such as
the bootstrap, to estimate the uncertainties of the eigenvalues/vectors
computed by PCA. 
Let's say I define my test statistic T to be the percent of variance
captured by the first 2 principal components.
I am struggling with a conceptual issue here. Since PCA maximizes the
variance concentration, wouldn't the bootstrapped distribution of T be
biased upward due to the effectively reduced sample size ?
If that is true, how could one obtain an unbiased confidence interval for T
?

Any insight would be helpful !

Thanks,

Markus