The new method USES reference portfolio formed on the base of corporation market value to calculate long-run abnormal returns, USES adjusted-t test or rank test to test abnormal returns.
改进的长期异常回报率计算方法是基于市值的参考组合法,改进的检测方法是偏度矫正的t检验法和秩和法。
The improved rank sum method not only analyzes the importance degree of attribute, but also its result can be analyzed in a statistical way in many aspects, so it is of great practical value.
改进的秩和法不仅分析了属性的重要程度,而且其结果还可以进行多方面的统计分析。具有较高的实用价值。
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