Figure 5.

The left two panels show the distribution of the normalized estimated scores of process X_i(υ), $({\xi }_{ik}-{\mathrm{\xi ̂}}_{ik})/\sqrt{{\lambda }_k^X}$. Boxplots are given in the left column. The right column shows the medians (black marker), 5% and 95% quantiles (blue markers), and 0.5% and 99.5% quantiles (red markers). Similarly, the distribution of the normalized estimated scores of process W_ij(υ), $({\zeta }_{ijl}-{\mathrm{\zeta ̂}}_{ijl})/\sqrt{{\lambda }_l^X}$ is provided at the right two panels.