Question: Question 6 Principal Component Solution of the Factor Model The principal component factor analysis of the sample covariance matrix S is specified in terms of

Question 6 Principal Component Solution of the Factor Model The principal component factor analysis of the sample covariance matrix S is specified in terms of its eigenvalue-eigenvector pairs (A1, e,), (12, ez), .... (Ap, ep), where A1 2 A2 2 ... 2 Ap. Let m

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