A number of statistical analyses of the Pisarenko harmonic decomposition (PHD) method for single-tone frequency estimation were carried out in the literature. Based on asymptotic derivations, however, none of them can provide an accurate frequency variance expression for arbitrary data record lengths and/or signal-to-noise ratios (SNRs). With the use of a simple variance analysis technique, a n...

The crude oil price fluctuation investigation is to explore the impact of shocks on countries’ economic growth. Vector Autoregressive Model (VAR) was applied and variance decomposition analyze GDP growth due shock price. Besides, nine countries' data were collected from 1990 third quarter 2020. impacted by in 5 years respectively: 44.98%; 40.03%; 31.06%; 32.27%; 33.21%; 36.03%; 27.79%; 15.35%; ...

Independent Component Analysis (ICA) has proven to be an effective data driven method for analyzing EEG data, separating signals from temporally and functionally independent brain and non-brain source processes and thereby increasing their definition. Dimension reduction by Principal Component Analysis (PCA) has often been recommended before ICA decomposition of EEG data, both to minimize the a...

In the field of statistical prediction, the tasks of model selection and model evaluation have received extensive treatment in the literature. Among the possible approaches for model selection and evaluation are those based on covariance penalties, which date back to at least 1960s, and are still widely used today. Most of the literature on this topic is based on what we call the “Fixed-X” assu...

BACKGROUND Over the past half century the global tendency for improvements in longevity has been uneven across countries. This has resulted in widening of inter-country disparities in life expectancy. Moreover, the pattern of divergence appears to be driven in part by processes at the level of country groupings defined in geopolitical terms. A systematic quantitative analysis of this phenomenon...