M. Shub, B. Weiss
Ergodic Theory and Dynamical Systems
Two moment-based model-fitting procedures for the heteroscedastic factor analysis model are introduced and compared. The procedures produce consistent parameter estimators and asymptotically valid inferences for heteroscedasticity without specifying the distributional forms for the factor and heteroscedastic errors. Also, an individual-specific inference procedure for the factor score is developed. Simulation studies show the practical usefulness of the procedures. An example from a morphological measurement study is described.
M. Shub, B. Weiss
Ergodic Theory and Dynamical Systems
Timothy J. Wiltshire, Joseph P. Kirk, et al.
SPIE Advanced Lithography 1998
Joy Y. Cheng, Daniel P. Sanders, et al.
SPIE Advanced Lithography 2008
Matthew A Grayson
Journal of Complexity