全文获取类型
收费全文 | 389篇 |
免费 | 17篇 |
国内免费 | 1篇 |
专业分类
管理学 | 54篇 |
人口学 | 2篇 |
丛书文集 | 5篇 |
理论方法论 | 10篇 |
综合类 | 56篇 |
社会学 | 28篇 |
统计学 | 252篇 |
出版年
2024年 | 1篇 |
2023年 | 4篇 |
2022年 | 6篇 |
2021年 | 3篇 |
2020年 | 6篇 |
2019年 | 10篇 |
2018年 | 19篇 |
2017年 | 27篇 |
2016年 | 9篇 |
2015年 | 16篇 |
2014年 | 13篇 |
2013年 | 112篇 |
2012年 | 32篇 |
2011年 | 13篇 |
2010年 | 17篇 |
2009年 | 12篇 |
2008年 | 13篇 |
2007年 | 13篇 |
2006年 | 6篇 |
2005年 | 9篇 |
2004年 | 8篇 |
2003年 | 7篇 |
2002年 | 5篇 |
2001年 | 5篇 |
2000年 | 5篇 |
1999年 | 4篇 |
1998年 | 6篇 |
1997年 | 3篇 |
1996年 | 2篇 |
1995年 | 3篇 |
1994年 | 2篇 |
1993年 | 2篇 |
1992年 | 2篇 |
1990年 | 1篇 |
1989年 | 2篇 |
1987年 | 3篇 |
1986年 | 1篇 |
1985年 | 2篇 |
1984年 | 2篇 |
1979年 | 1篇 |
排序方式: 共有407条查询结果,搜索用时 390 毫秒
21.
A gamma regression model with an exponential link function for the means Is considered. Moment properties of the deviance statistics based on maximum likelihood and weighted least squares fits are used to define modified deviance statistics which provide alternative global goodness of fit tests. The null distribution properties of the deviances and modified deviances are compared with those of the approximating chi-square distribution and It is shown that the use of the modified deviances gives much better control over the significance levels of the tests. 相似文献
22.
A correlation-type statistic for assessing multivariate normality is described. Its estimated finite sample distribution is tabulated, and its performance against certain alternatives is compared with that of a competing Cramer-von Mises type statistic in a Monte Carlo power study. A set of quadrivariate data is examined as illustration of the procedure. 相似文献
23.
W.G.Cochran: Sampling Techniques, 3rd. Ed. John Wiley & Sons, New York-Santa Barbara-London-Sydney-Toronto 1977. 428 S., £ 12.50; $21.50. H.Toutenburg: Vorhersage in linearen Modellen. Akademie-Verlag, Berlin 1975, VIII, 176b S., 3 Tab., 28,– M. O.Kallenberg: Random Measure. Akademie-Verlag, Berlin 1975; Academic Press, London 1976. 104 pp., 28,– M. 相似文献
24.
The smooth goodness of fit tests are generalized to singly censored data and applied to the problem of testing Weibull (or extreme value) fit. Smooth tests, Pearson-type tests, and the spacings tests proposed by Mann, Schemer, and Fertig (1973) are compared on the basis of local asymptotic relative efficiency with respect to the asymptotic best test against generalized gamma alternatives, The smooth test of order one Is found to be most efficient for the generalized gamma alternatives. 相似文献
25.
Fadoua Balabdaoui 《Journal of nonparametric statistics》2014,26(1):21-59
Let X1, …, Xn be i.i.d. from a discrete probability mass function (pmf) p. In Balabdaoui et al. [(2013), ‘Asymptotic Distribution of the Discrete Log-Concave mle and Some Applications’, JRSS-B, in press], the pointwise limit distribution of the log-concave maximum-likelihood estimator (MLE) was derived in both the well- and misspecified settings. In the well-specified setting, the geometric distribution was excluded, classified as being degenerate. In this article, we establish the global asymptotic theory of the log-concave MLE of a geometric pmf in all ?q distances for q∈{1, 2, …}∪{∞}. We also show how these asymptotic results could be used in testing whether a pmf is geometric. 相似文献
26.
S. Kalke 《Journal of Statistical Computation and Simulation》2013,83(4):641-667
In this paper, we introduce the p-generalized polar methods for the simulation of the p-generalized Gaussian distribution. On the basis of geometric measure representations, the well-known Box–Muller method and the Marsaglia–Bray rejecting polar method for the simulation of the Gaussian distribution are generalized to simulate the p-generalized Gaussian distribution, which fits much more flexibly to data than the Gaussian distribution and has already been applied in various fields of modern sciences. To prove the correctness of the p-generalized polar methods, we give stochastic representations, and to demonstrate their adequacy, we perform a comparison of six simulation techniques w.r.t. the goodness of fit and the complexity. The competing methods include adapted general methods and another special method. Furthermore, we prove stochastic representations for all the adapted methods. 相似文献
27.
Data-driven versions of Sobolev tests of uniformity on compact Riemannian manifolds are reviewed and their large-sample asymptotic properties are given. A variant which is suitable for product manifolds is introduced. Data-driven goodness-of-fit tests of multivariate distributions are derived from data-driven tests of uniformity on tori. 相似文献
28.
Chin-Shang Li 《Revue canadienne de statistique》1999,27(3):485-496
A test is proposed for assessing the lack of fit of heteroscedastic nonlinear regression models that is based on comparison of nonparametric kernel and parametric fits. A data-driven method is proposed for bandwidth selection using the asymptotically optimal bandwidth of the parametric null model which leads to a test that has a limiting normal distribution under the null hypothesis and is consistent against any fixed alternative. The resulting test is applied to the problem of testing the lack of fit of a generalized linear model. 相似文献
29.
Jing Qin 《Scandinavian Journal of Statistics》1998,25(4):681-691
We use Owen's (1988, 1990) empirical likelihood method in upgraded mixture models. Two groups of independent observations are available. One is z 1 , ..., z n which is observed directly from a distribution F ( z ). The other one is x 1 , ..., x m which is observed indirectly from F ( z ), where the x i s have density ∫ p ( x | z ) dF ( z ) and p ( x | z ) is a conditional density function. We are interested in testing H 0 : p ( x | z ) = p ( x | z ; θ ), for some specified smooth density function. A semiparametric likelihood ratio based statistic is proposed and it is shown that it converges to a chi-squared distribution. This is a simple method for doing goodness of fit tests, especially when x is a discrete variable with finitely many values. In addition, we discuss estimation of θ and F ( z ) when H 0 is true. The connection between upgraded mixture models and general estimating equations is pointed out. 相似文献
30.
x
1, ..., x
n+r
can be treated as the sample values of a Markov chain of order r or less (chain in which the dependence extends over r+1 consecutive variables only), and consider the problem of testing the hypothesis H
0 that a chain of order r− 1 will be sufficient on the basis of the tools given by the Statistical Information Theory: ϕ-Divergences. More precisely, if p
a
1 .....,
a
r:
a
r
+1 denotes the transition probability for a r
th
order Markov chain, the hypothesis to be tested is
H
0:p
a
1 .....,
a
r:
a
r
+1 = p
a
2 .....,
a
r:
a
r
+1, a
i
∈{1, ..., s}, i = 1, ..., r + 1
The tests given in this paper, for the first time, will have as a particular case the likelihood ratio test and the test based
on the chi-squared statistic.
Received: August 3, 1998; revised version: November 25, 1999 相似文献