Figure 1.
The mean squared error MSE(m) of the smoothed loadings Λ~ as a function of the smoothing parameter m. We minimize it w.r.t. m by choosing m=17.

The mean squared error MSE(m) of the smoothed loadings Λ~ as a function of the smoothing parameter m. We minimize it w.r.t. m by choosing m=17⁠.

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