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21.
22.
Point processes are the stochastic models most suitable for describing physical phenomena that appear at irregularly spaced
times, such as the earthquakes. These processes are uniquely characterized by their conditional intensity, that is, by the
probability that an event will occur in the infinitesimal interval (t, t+Δt), given the history of the process up tot. The seismic phenomenon displays different behaviours on different time and size scales; in particular, the occurrence of
destructive shocks over some centuries in a seismogenic region may be explained by the elastic rebound theory. This theory
has inspired the so-called stress release models: their conditional intensity translates the idea that an earthquake produces
a sudden decrease in the amount of strain accumulated gradually over time along a fault, and the subsequent event occurs when
the stress exceeds the strength of the medium. This study has a double objective: the formulation of these models in the Bayesian
framework, and the assignment to each event of a mark, that is its magnitude, modelled through a distribution that depends
at timet on the stress level accumulated up to that instant. The resulting parameter space is constrained and dependent on the data,
complicating Bayesian computation and analysis. We have resorted to Monte Carlo methods to solve these problems. 相似文献
23.
俞慰刚 《华东理工大学学报(社会科学版)》2003,18(4):80-87
本文以日本政府及东京等大城市灾害管理政策、行政体制及实例为对象,分析研究了大城市在自然灾害管理中所应注意的问题和经验教训,为大城市的灾害管理提供借鉴. 相似文献
24.
Mohammad Salehi M. George A.F. Seber 《Australian & New Zealand Journal of Statistics》2004,46(3):483-494
Not having a variance estimator is a seriously weak point of a sampling design from a practical perspective. This paper provides unbiased variance estimators for several sampling designs based on inverse sampling, both with and without an adaptive component. It proposes a new design, which is called the general inverse sampling design, that avoids sampling an infeasibly large number of units. The paper provide estimators for this design as well as its adaptive modification. A simple artificial example is used to demonstrate the computations. The adaptive and non‐adaptive designs are compared using simulations based on real data sets. The results indicate that, for appropriate populations, the adaptive version can have a substantial variance reduction compared with the non‐adaptive version. Also, adaptive general inverse sampling with a limitation on the initial sample size has a greater variance reduction than without the limitation. 相似文献
25.
提出了非负权最短路问题的一种新算法。与有名的Dijkstra算法相比,这种算法计算简便、容易理解、易于编程。 相似文献
26.
建立了有柔性路径的FMS动态调度问题的模型.采用离线重调度的方法,提出一种结合离线重调度两种生成调度方式的方法来阐述FMS的有柔性路径动态调度问题.最后给出了该问题的遗传算法解决方法和计算示例. 相似文献
27.
提出了一种基于定位辅助按需拓扑维护的超宽带自组网路由算法,该算法利用超宽带技术精确定位信息所获得的网络拓扑信息和路由信息进行分组转发,路由维护阶段在定位信息辅助下采用按需方式进行断链路由的修复和拓扑维护,通过基于位置信息的按需路由发现和限制路由查找范围,以及定位信息和网络拓扑信息的及时更新,在降低协议开销的同时保证了算法的有效性。仿真表明,该算法在分组丢失率、平均端到端时延和路由附加开销等方面具有良好性能,其优良的分布式控制特征能适应超宽带自组网的动态环境。 相似文献
28.
The HastingsMetropolis algorithm is a general MCMC method for sampling from a density known up to a constant. Geometric convergence of this algorithm has been proved under conditions relative to the instrumental (or proposal) distribution. We present an inhomogeneous HastingsMetropolis algorithm for which the proposal density approximates the target density, as the number of iterations increases. The proposal density at the n th step is a non-parametric estimate of the density of the algorithm, and uses an increasing number of i.i.d. copies of the Markov chain. The resulting algorithm converges (in n ) geometrically faster than a HastingsMetropolis algorithm with any fixed proposal distribution. The case of a strictly positive density with compact support is presented first, then an extension to more general densities is given. We conclude by proposing a practical way of implementation for the algorithm, and illustrate it over simulated examples. 相似文献
29.
对于两相交流电机的速度伺服系统,分析在幅值控制时系统的机械特性与调节特性,提出了影响两相交流伺服电机动态性能的因素是系统的机械时间常数及增益系数的变化。为了防止因机械时间常数及增益系数的变化而引起的动态特性变差,采用一种简易跟随模型参考自适应控制方法,通过模型与自适应机构的调节作用,改善两相交流伺服电机系统的动态特性和控制精度。计算机仿真结果表明,电机的动态持性良好。 相似文献
30.
Marco Bee 《Statistical Methods and Applications》2005,14(1):127-141
In this article we provide a rigorous treatment of one of the central statistical issues of credit risk management. GivenK-1 rating categories, the rating of a corporate bond over a certain horizon may either stay the same or change to one of the
remainingK-2 categories; in addition, it is usually the case that the rating of some bonds is withdrawn during the time interval considered
in the analysis. When estimating transition probabilities, we have thus to consider aK-th category, called withdrawal, which contains (partially) missing data. We show how maximum likelihood estimation can be
performed in this setup; whereas in discrete time our solution gives rigorous support to a solution often used in applications,
in continuous time the maximum likelihood estimator of the transition matrix computed by means of the EM algorithm represents
a significant improvement over existing methods. 相似文献