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《Journal of Statistical Computation and Simulation》2012,82(2):269-283
This paper deals with the problem of estimating all the unknown parameters of geometric fractional Brownian processes from discrete observations. The estimation procedure is built upon the marriage of the quadratic variation and the maximum likelihood approach. The asymptotic properties of the estimators are provided. Moveover, we compare our derived method with the approach proposed by Misiran et al. [Fractional Black-Scholes models: complete MLE with application to fractional option pricing. In International conference on optimization and control; Guiyang, China; 2010. p. 573–586.], namely the complete maximum likelihood estimation. Simulation studies confirm theoretical findings and illustrate that our methodology is efficient and reliable. To show how to apply our approach in realistic contexts, an empirical study of Chinese financial market is also presented. 相似文献
13.
《Journal of Statistical Computation and Simulation》2012,82(10):1954-1969
ABSTRACTStrongly consistent and asymptotically normal estimators of the Hurst index and volatility parameters of solutions of stochastic differential equations with polynomial drift are proposed. The estimators are based on discrete observations of the underlying processes. 相似文献
14.
Navigating the migration industry: migrants moving through an African-European web of facilitation/control 总被引:1,自引:0,他引:1
Joris Schapendonk 《Journal of ethnic and migration studies》2018,44(4):663-679
ABSTRACTThis paper approaches the African-European migration industry as a complex web of relations in which different actors liaise, objectives oppose each other, and roles overlap. Starting from this notion, the question emerges: How do migrants navigate this fuzzy web of migration facilitation/control? To answer this question, this paper uses a ‘trajectory ethnography’ that follows the im/mobility processes of migrants from West – and Central Africa to, and inside, Europe. In so doing, it particularly focuses on two practices that are related to the concept of social navigation. First, it concerns débrouillardise, a term that points to the power of improvisation, creativity and hustling. Second, it regards social negotiation, a term referring to the process of how migrants ‘massage’ their relations with important actors in the field. The findings stress the relational dimension of the migration industry in the sense that the functioning of one actor depends so much on the intentions and efforts of others. I conclude that we could enhance our knowledge on migration industries with studies that constantly shift between the perspective of the migrant, the social network, the facilitator and controller. Such a dynamic approach unpacks further the multiple efforts that produce migrant im/mobility. 相似文献
15.
通过对全国19个省市39位优秀新型职业农民的生命历程进行分析,发现其成长轨迹呈现出折勾型、倒梯型、V字型、阶梯型以及N字型五种类型,并且不同来源、不同世代的新型职业农民成长轨迹具有一定的差异性。究其原因,新型职业农民终身发展的动力支撑显得不足;新型职业农民的个体主观能动性得到了充分的发挥;政府扶持与引领作用有待继续加强;新型职业农民培育时机并未得到恰当的把握;影响新型职业农民成长的相关利益主体分布比较广泛。针对以上情况,提出新型职业农民的培育策略:强化政府主导力量,增强新型职业农民职业吸引力;吸收年轻优秀群体,壮大新型职业农民的新生力量;重视人地实际需求,把握新型职业农民培育的时机。 相似文献
16.
张艳萍 《盐城工学院学报(社会科学版)》2007,20(3):39-42
一直以来人们都认为《墙头马上》为一部爱情喜剧,通过对此剧中的悲剧性因素悲剧性行动和悲剧性环境的分析,认为此剧并不是仅仅停留在爱情喜剧的层面,而是一部具有社会性婚姻问题的戏剧. 相似文献
17.
Dejian Lai Qiang Zhang Jose-Miguel Yamal Paula T. Einhorn Barry R. Davis 《统计学通讯:理论与方法》2017,46(18):8943-8951
Effective recruitment is a prerequisite for successful execution of a clinical trial. ALLHAT, a large hypertension treatment trial (N = 42,418), provided an opportunity to evaluate adaptive modeling of recruitment processes using conditional moving linear regression. Our statistical modeling of recruitment, comparing Brownian and fractional Brownian motion, indicates that fractional Brownian motion combined with moving linear regression is better than classic Brownian motion in terms of higher conditional probability of achieving a global recruitment goal in 4-week ahead projections. Further research is needed to evaluate how recruitment modeling can assist clinical trialists in planning and executing clinical trials. 相似文献
18.
Mathias Raschke 《统计学通讯:模拟与计算》2017,46(9):6879-6888
We reveal that the minimum Anderson–Darling (MAD) estimator is a variant of the maximum likelihood method. Furthermore, it is shown that the MAD estimator offers excellent opportunities for parameter estimation if there is no explicit formulation for the distribution model. The computation time for the MAD estimator with approximated cumulative distribution function is much shorter than that of the classical maximum likelihood method with approximated probability density function. Additionally, we research the performance of the MAD estimator for the generalized Pareto distribution and demonstrate a further advantage of the MAD estimator with an issue of seismic hazard analysis. 相似文献
19.
J.C. Caldwell 《Population studies》2013,67(3):305-333
Research has demonstrated that son preference has a serious impact on the survival and well-being of female infants and children in some parts of South and East Asia, but little is known about the consequences of son preference in later childhood and adolescence. We compare children's growth trajectories in height over childhood and adolescence in China, where the level of son preference is relatively high, and the Philippines, where it is relatively low. Children's height reflects long-term nutritional status and exposure to infectious diseases, both influenced by household decision-making and, presumably, by a preference for sons. Using data from two high-quality longitudinal studies and multilevel growth models, we find that male children in China show an additional height advantage relative to their female counterparts, when compared to the sex difference in growth trajectories in the Philippines. Further analysis reveals that the additional advantage of males in China is stronger in rural areas. 相似文献
20.
Dejuran Richardson 《统计学通讯:理论与方法》2013,42(8):3111-3126
A group sequential procedure is presented which allows for staggered entry of patients, random loss to followup, and utilizes the flexible boundary approach of Lan and DeMets. The proposed procedure assumes that response times are nearly exponentially distributed. An example as well as simulation studies comparing the performance of the proposed procedure with the group sequential logrank are also presented. 相似文献