James Lee Hafner
Journal of Number Theory
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.
James Lee Hafner
Journal of Number Theory
Guillaume Buthmann, Tomoya Sakai, et al.
ICASSP 2025
R.A. Brualdi, A.J. Hoffman
Linear Algebra and Its Applications
Hans Becker, Frank Schmidt, et al.
Photomask and Next-Generation Lithography Mask Technology 2004