浙江民营企业融资租赁调查

融资问题已成为民营企业发展的一个瓶颈。在国外,融资租赁是仅次于银行贷款的常用融资方式,对解决企业融资问题发挥了重要作用;但目前我国民营企业运用融资租赁方式进行筹资遇到了一定障碍。在此背景之下,本文基于问卷对浙江民营企业融资租赁现状进行调查,通过对资料和数据的整理,分析了民营企业运用融资租赁方式进行筹资的障碍及其原因;并据此提出了一些可行的对策与建议。     

浅论企业统计数据质量的弱化

统计数据质量是统计的生命 ,而统计数据质量的弱化一直是人们难以解决的一大难题。统计数据质量弱化的原因是多方面的 ,应采取依法统计、建立经常性数据质量检查制度、引进先进的统计调查方法及规范计算方法等对策 ,认真加以解决。     

A modified Kolmogorov-Smirnov test for a rectangular distribution with unknown parameters: Computation of the distribution of the test statistic

A recursive scheme for the calculation of the distribution of the test statistic of a modified Kolmogorov-Smirnov-test for a rectangular distribution with unknown parameters is given.     

On a statistic useful in dimensionality reduction in multivariable linear stochastic system

In this paper we study the sampling properties of a test statistic which has important applications in the area of linear stochastic control systems with multi-inputs and multi-outputs. The statistic is the ratio of a partial sum of the eigenvalues of a sample covariance matrix and its trace. It turns out that using a method due to Sugiura we may derive a useful approximation for its distribution up to and including terms of order l/n, where n denotes the appropriate size. Numerical illustrations using real data are given.     

Group sequential x2 statistic for testing the difference of two mean vectors in clinical trials

In this study we discuss the group sequential procedures for comparing two treatments based on multivariate observations in clinical trials. Also we suppose that a response vector on each of two treatments has a multivariate normal distribution with unknown covariance matrix. Then we propose a group sequential x² statistic in order to carry out repeated significance test for hypothesis of no difference between two population mean vectors. In order to realize the group sequential test where average sample number is reduced, we propose another modified group sequential x² statistic by extension of Jennison and Turnbull ( 1991 ). After construction of repeated confidence boundaries for making the repeated significance test, we compare two group sequential procedures based on two statistics regarding the average sample number and the power of the test in the simulations.     

A modification of watson's statistic for goodness-of-fit

A modification of Watson's statistic is suggested for dealing with stochastically ordered alternatives in the goodness-of-fit setting.     

Third-Order Asymptotic Distributions of Classic Test Statistics for One-Parameter Exponential Family Models

ABSTRACT

In this article we derive third-order asymptotic expansions for the non null distribution functions of four classic statistics under a sequence of local alternatives in one-parameter exponential family models. Our results are quite general and cover a wide range of important distributions.     

Four tests of fit for the beta-binomial distribution

Tests based on the Anderson–Darling statistic, a third moment statistic and the classical Pearson–Fisher X ² statistic, along with its third-order component, are considered. A small critical value and power study are given. Some examples illustrate important applications.     

Improved likelihood-based inference for the stationary AR(2) model

An improved likelihood-based method based on Fraser et al. (1999) is proposed in this paper to test the significance of the second lag of the stationary AR(2) model. Compared with the test proposed by Fan and Yao (2003) and the signed log-likelihood ratio test, the proposed method has remarkable accuracy. Simulation studies are performed to illustrate the accuracy of the proposed method. Application of the proposed method on historical data is presented to demonstrate the implementation of this method. Furthermore, the method can be extended to the general AR(p) model.     

Multiplicative-interaction logit models for i×j×2 three-way tables

Multiplicative-interaction (M-I) logit models are proposed for three-way IxJx2 contingency tables where the third variable constitutes a binary response. Models are derived by assigning unknown scores to the categories and forming product interactions from them. Asymptotic results under special sampling constraints are derived for maximum likelihood estimates and the goodness-of-fit statistics. The class of models proposed in this paper are found to be useful when no obvious scores are available. An example is included.