Under elliptical distributions, factor loadings, scores, and common components can be consistently estimated using PCA on the spatial Kendall's tau matrix followed by ordinary least squares, with no moment constraints.
Eigenvalue ratio test for the number of factors
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Large-dimensional Factor Analysis without Moment Constraints
Under elliptical distributions, factor loadings, scores, and common components can be consistently estimated using PCA on the spatial Kendall's tau matrix followed by ordinary least squares, with no moment constraints.