statistical-weight factor 中文意思是什麼
statistical-weight factor
解釋
統計權重因數-
So we consider five financial indexes includes stock b / p, e / p, current stock size, current stock stru and financial levge by the international tradition, then descriptive statistical test method and cross section statistical test method proved that b / p and current stock size have marked effect on the securities yield besides coefficient b. in the third chapter, the article fut forward a risk factor model, estimates yield sequences of every risk factor by weight regression, and then estimates each risk factor coefficient of different stock by time sequence regression, at last we can reckon the portfolio risk o2p and yield rp which consists n stocks
結合國際慣例，文章考慮了股票的凈值市價比（ b p ） ，市盈率倒數（ e p ） ，流通規模（ size ） ，流通比例（ stru ）和財務杠桿（ levge ）等五個財務指標，應用描述性統計檢驗和橫截面統計檢驗等多種方法，結果表明，除系數以外，凈值市價比（ b p ）和流通規模（ size ）對證券收益率部有重要的影響。在論文的第三章，提出了一個基於多因素的風險因子模型，並用加權回歸和時間序列回歸等方法估計出了不同證券的各風險因子系數（類似於單指數模型中的系數） ，據此，即可衡量出一個包括n只股票的組合的風險_ p ~ 2和收益率r _ p 。 -
And use relative fitting error to measure statistical data non - uniform error ; then introduce the method systematically of using the fuzzy comprehensive evaluation method to carry on the overall superior test of the government statistical data quality. includes the establishment of step level appraisal target system, target weight determination, calculates the factor weight in various levels, uniform test of judgment matrix, and built up the final fuzzy comprehensive evaluation model of the government statistical data quality according to the above - mentioned standard ; finally selects the partial main social economy total quantity target from chinese statistics yearbook 2003 to carry on the real diagnosis analysis : ( 1 ) confirm these social economy total quantity targets using the description statistics and the k - s inspection method to obey the lognormal normal distribution. ( 2 ) according to the two levels of inspection methods which this article proposed to carry on accuracy and the overall superior test for these social economy total quantity targets
本文首先從統計數據及質量的涵義出發，全面系統的介紹了統計數據質量的概念;其次，從研究統計數據的分佈規律入手，對統計數據準確性檢驗問題進行了探討，利用對數正態分佈檢驗對反映研究對象規模大小的統計數據的質量及異常數據進行定量檢查和識別，並利用相對擬合誤差計量統計數據的非一致性誤差;接著系統介紹了利用模糊綜合評價方法對政府統計數據質量進行整體優度檢驗的思路，具體包括建立遞階層次的評價指標體系，指標權重的確定，計算各層次中因素的權重，判斷矩陣的一致性檢驗，並根據上述標準建立了最終的政府統計數據質量模糊綜合評價模型;然後通過從2003年中國統計年鑒資料中選取部分主要的社會經濟總量指標進行實證分析: （ 1 ）利用描述統計和k - s檢驗法來驗證這些社會經濟總量指標服從對數正態分佈的規律; （ 2 ）按照本文提出的二級檢驗法來對這些社會經濟總量指標進行準確性和整體優度檢驗，從而達到綜合評價政府統計數據質量的目的;最後對這種二級檢驗法的優點和不足進行小結，提出今後應該努力改進的方向。
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