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51.
张骏 《石家庄铁道学院学报(社会科学版)》2012,(2):19-24
钢板桩围堰合理的内支撑施工方案对施工安全、工期长短、成本大小均有一定的影响。以阜阳至六安铁路颍河特大桥深水基础超长钢板桩围堰施工实践为例,通过建立钢板桩、内支撑和土层相互作用的三维整体有限元模型,根据封底混凝土施工时机的不同,选择4种施工方案,对超长钢板桩围堰内支撑施工方案进行了探讨。结果表明:封底混凝土施工越早,对围堰结构的整体安全越有利;实际采用的施工方案要根据桥址处工程地质条件,结合实际工程情况,经方案比选和分析论证以后确定。 相似文献
52.
In this article, a new algorithm for rather expensive simulation problems is presented, which consists of two phases. In the first phase, as a model-based algorithm, the simulation output is used directly in the optimization stage. In the second phase, the simulation model is replaced by a valid metamodel. In addition, a new optimization algorithm is presented. To evaluate the performance of the proposed algorithm, it is applied to the (s,S) inventory problem as well as to five test functions. Numerical results show that the proposed algorithm leads to better solutions with less computational time than the corresponding metamodel-based algorithm. 相似文献
53.
《Journal of Statistical Computation and Simulation》2012,82(18):3811-3819
This paper presents an efficient Monte Carlo simulation scheme based on the variance reduction methods to evaluate arithmetic average Asian options in the context of the double Heston's stochastic volatility model with jumps. This paper consists of two essential parts. The first part presents a new flexible stochastic volatility model, namely, the double Heston model with jumps. In the second part, by combining two variance reduction procedures via Monte Carlo simulation, we propose an efficient Monte Carlo simulation scheme for pricing arithmetic average Asian options under the double Heston model with jumps. Numerical results illustrate the efficiency of our method. 相似文献
54.
Lingxiang Zhang 《统计学通讯:理论与方法》2017,46(24):12317-12323
Previous literature has shown that the addition of an untested surplus-lag Granger causality test can provide highly robust to stationary, non stationary, long memory, and structural break processes in the forcing variables. This study extends this approach to the partial unit root framework by simulation. Results show good size and power. Therefore, the surplus-lag approach is also robust to partial unit root processes. 相似文献
55.
《Journal of Statistical Computation and Simulation》2012,82(1-3):19-27
In this paper, procedures for all pairwise comparisons of location parameters of negative exponential populations are developed when the common scale parameter is known or unknown using large sample distributional approximations of the relevant random variables. The small sample performance of these procedures are then examined using Monte Carlo simulation. 相似文献
56.
采用通用有限元程序ANSYS建立了移动式压力容器筒体外壁表面凹坑(轴向和周向)的有限元模型。结合筒体表面凹坑的应力理论计算,研究探讨了在恒定内压下,筒体表面凹坑缺陷处的应力分布与凹坑几何尺寸之间的关系。以第三强度理论作为仿真终止判据,获取凹坑各几何参量的阈值,利用MATLAB对阈值进行最小二乘拟合,绘制出凹坑缺陷的安全评估参考曲线。拟合结果表明:轴向和周向凹坑对筒体局部结构强度的影响不同,对应的安全评估参考曲线存在区别。 相似文献
57.
The performance of the usual Shewhart control charts for monitoring process means and variation can be greatly affected by nonnormal data or subgroups that are correlated. Define the αk-risk for a Shewhart chart to be the probability that at least one “out-of-control” subgroup occurs in k subgroups when the control limits are calculated from the k subgroups. Simulation results show that the αk-risks can be quite large even for a process with normally distributed, independent subgroups. When the data are nonnormal, it is shown that the αk-risk increases dramatically. A method is also developed for simulating an “in-control” process with correlated subgroups from an autoregressive model. Simulations with this model indicate marked changes in the αk-risks for the Shewhart charts utilizing this type of correlated process data. Therefore, in practice a process should be investigated thoroughly regarding whether or not it is generating normal, independent data before out-of-control points on the control charts are interpreted to be due to some real assignable cause. 相似文献
58.
《统计学通讯:模拟与计算》2013,42(4):619-640
ABSTRACT Area statistics are sample versions of areas occurring in a probability plot of two distribution functions F and G. This paper presents a unified basis for five statistics of this type. They can be used for various testing problems in the framework of the two sample problem for independent observations, such as testing equality of distributions against inequality or testing stochastic dominance of distributions in one or either direction against nondominance. Though three of the statistics considered have already been suggested in literature, two of them are new and deserve our interest. The finite sample distributions of the statistics (under F=G) can be calculated via recursion formulae. Two tables with critical values of the new statistics are included. The asymptotic distribution of the properly normalized versions of the area statistics are functionals of the Brownian bridge. The distribution functions and quantiles thereof are obtained by Monte Carlo simulation. Finally, the power functions of the two new tests based on area statistics are compared to the power functions of the tests based on the corresponding supremum statistics, i.e., statistics of the Kolmogorov–Smirnov type. 相似文献
59.
《Journal of Technology in Human Services》2013,31(1-3):199-216
Abstract The Continuum of Care System is a Decision Support System designed to assist social workers responsible for identifying and selecting alternative living arrangements for children unable to remain in their own families. The Continuum of Care System consists of two software packages called MATCH and PROFILE. MATCH produces a rank-ordered list of prospective placement alternatives by statistically comparing an individual child to groups of children previously admitted into different residential facilities. PROFILE summarizes the characteristics and problems of children at each facility in the system. 相似文献
60.
In this paper the generalized compound Rayleigh model, exhibiting flexible hazard rate, is high¬lighted. This makes it attractive for modelling survival times of patients showing characteristics of a random hazard rate. The Bayes estimators are derived for the parameters of this model and some survival time parameters from a right censored sample. This is done with respect to conjugate and discrete priors on the parameters of this model, under the squared error loss function, Varian's asymmetric linear-exponential (linex) loss function and a weighted linex loss function. The future survival time of a patient is estimated under these loss functions. A Monte Carlo simu¬lation procedure is used where closed form expressions of the estimators cannot be obtained. An example illustrates the proposed estimators for this model. 相似文献