| ECC | Estimation of errors for common component | 
| est_num | Estimating Factor Numbers Corresponding PCA | 
| FA | Principal Component Analysis for Factor Models | 
| gendata | Data generation process | 
| REFA | Robust Exponential Factor Analysis | 
| REFA_FN | Estimating Factor Numbers via Modified Rank Minimization | 
| TR | Trace ratios |