一类基于相关性准则的广义加权组合评价模型  

A Kind of Generalized Weighted Combination Evaluation Models Based on Correlation Criterion

作　　者：储震[1,2] 杨桂元 Chu Zhen;Yang Guiyuan(Institute of Quantitative Economics,Anhui University of Finance and Economics,Bengbu Anhui 233030,China;College of Economics and Management,Tongji University,Shanghai 201800,China)

机构地区：[1]安徽财经大学数量经济研究所,安徽蚌埠233030 [2]同济大学经济与管理学院,上海201800

出　　处：《统计与决策》2018年第19期18-22,共5页Statistics & Decision

基　　金：国家社会科学基金资助项目(12BTJ008)

摘　　要：基于相关系数（向量夹角余弦、灰关联度）准则的广义加权组合评价是一类相关性的组合评价模型,它为研究组合评价方法提供了全新的思路。文章首先构建了基于相关系数（向量夹角余弦、灰关联度）准则的广义加权组合评价模型,并提出新的优性组合评价和冗余度等相关概念;然后探讨了冗余评价以及优性组合评价方法的存在性等性质定理;最后结合我国房地产泡沫测度实例,进一步验证该类方法的理论及实际应用价值。The generalized weighted combination evaluation based on correlation coefficient（cosine of angle cosine and grey incidence degree） is a kind of combination evaluation model, which provides a new way to study combined evaluation method. This paper firstly constructs the generalized weighted combination evaluation model based on the correlation coefficient（the cosine of the angle of vectors,the gray correlation degree）, and presents some related concepts such as superior combination evaluation and redundancy. And then the paper discusses the existence of redundant evaluation and the superior combination evaluation method.Finally, the paper uses the real estate bubble measurement examples in China to make a further verification that the proposed method has great theoretical and practical value.

关 键 词：相关性准则 广义加权算术平均 优性组合评价 冗余度 

分 类 号：C931[经济管理—管理学]