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91.
MAGNUS EKSTRÖM 《Scandinavian Journal of Statistics》2008,35(1):38-63
ABSTRACT. Most proposed subsampling and resampling methods in the literature assume stationary data. In many empirical applications, however, the hypothesis of stationarity can easily be rejected. In this paper, we demonstrate that moment and variance estimators based on the subsampling methodology can also be employed for different types of non-stationarity data. Consistency of estimators are demonstrated under mild moment and mixing conditions. Rates of convergence are provided, giving guidance for the appropriate choice of subshape size. Results from a small simulation study on finite-sample properties are also reported. 相似文献
92.
利用马尔可夫随机场和高斯混合模型构造了一种对高光谱图像进行地物标记的新方法。该方法利用PCA降维后的高光谱图像及其差分图像的先验信息建立高光谱图像的随机模型,并把最大后验估计作为地物标记优化的评判标准,用模拟退火算法实现地物标记。实验结果显示该算法是一种精确、高效、稳定的图形标记算法。 相似文献
93.
A. Stepanov 《Statistical Papers》2007,48(1):63-79
LetX
1,X
2, … be a sequence of i.i.d. random variables with some continuous distribution functionF. LetX(n) be then-th record value associated with this sequence and μ
n
−
, μ
n
+
be the variables that count the number of record values belonging to the random intervals(f−(X(n)), X(n)), (X(n), f+(X(n))), wheref−, f+ are two continuous functions satisfyingf−(x)<x, f+(x)>x. Properties of μ
n
−
, μ
n
+
are studied in the present paper. Some statistical applications connected with these variables are also provided. 相似文献
94.
Luc Devroye 《Revue canadienne de statistique》1989,17(2):235-239
Suppose we have n observations from X = Y + Z, where Z is a noise component with known distribution, and Y has an unknown density f. When the characteristic function of Z is nonzero almost everywhere, we show that it is possible to construct a density estimate fn such that for all f, Iimn| |=0. 相似文献
95.
以2009~2013年间我国A股上市公司的数据为样本,探讨了资本结构、社会责任和企业绩效之间的关系.通过构建面板数据回归模型,并采用广义最小二乘法对面板模型进行估计.研究表明,企业社会责任水平与资本结构负相关,社会责任水平的高低对资本结构与企业绩效的关系有调节作用:当企业社会责任水平较高时,资本结构与企业绩效负相关;当企业社会责任水平较低时,资本结构与企业绩效正相关,资本结构对企业绩效的影响效果随着社会责任水平的变化而变化. 相似文献
96.
In this paper, we provide some exponential inequalities for extended negatively dependent (END) random variables. By using these exponential inequalities and the truncated method, we investigate the complete consistency for the estimator of nonparametric regression model based on END errors. As an application, the complete consistency for the nearest neighbour estimator is obtained. 相似文献
97.
In this paper, we introduce a multilevel model specification with time-series components for the analysis of prices of artworks sold at auctions. Since auction data do not constitute a panel or a time series but are composed of repeated cross-sections, they require a specification with items at the first level nested in time-points. Our approach combines the flexibility of mixed effect models together with the predicting performance of time series as it allows to model the time dynamics directly. Model estimation is obtained by means of maximum likelihood through the expectation–maximization algorithm. The model is motivated by the analysis of the first database ethnic artworks sold in the most important auctions worldwide. The results show that the proposed specification improves considerably over classical proposals both in terms of fit and prediction. 相似文献
98.
建构主义教学理念和教学模式 总被引:4,自引:0,他引:4
在新的教育背景下,建构主义理论综合了教育家们的研究成果,建立了完整的知识观、学习观、教学观和基本原则,设计了富有代表性的建构主义教学法的四个模式,并在各科的教学实践中被广泛学习和应用。 相似文献
99.
In the world’s largest free trade area, the Regional Comprehensive Economic Partnership (RCEP) agreement will gradually eliminate tariffs on over 90% of member countries’ goods over the next 36 years. We construct a tariff policy effects evaluation framework based on the complex network theory. In this framework, the standard Global Trade Analysis Project (GTAP) model is recursively extended to generate forecasted data of bilateral trade. Based on this, we model the RCEP manufacturing trade networks and analyze the response of its core–periphery structure to the tariff concessions. Then, we evaluate policy effects on the evolution of trade patterns based on motif analysis. Finally, we construct separable temporal exponential family random graph models (STERGM) to explore the influence path and degree of the new tariff agreement on the evolutionary mechanisms of trade networks. 相似文献
100.
William W.S. Wei 《统计学通讯:理论与方法》2013,42(23):2389-2398
Given a general homogeneous non-stationary autoregressive integrated moving average process ARIMA(p,d,q), the corresponding model for the subseries obtained by a systematic sampling is derived. The article then shows that the sampled subseries approaches approximately to an integrated moving average process IMA(d,l), l≤(d-l), regardless of the autoregressive and moving average structures in the original series. In particular, the sampled subseries from an ARIMA (p,l,q) process approaches approximately to a simple random walk model. 相似文献