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961.
The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model. Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the rth moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin et al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214–223]. The usefulness of these models is illustrated in a simulation study and in applications to three real data sets. 相似文献
962.
In this note we provide a counterexample which resolves conjectures about Hadamard matrices made in this journal. Beder [1998. Conjectures about Hadamard matrices. Journal of Statistical Planning and Inference 72, 7–14] conjectured that if H is a maximal m×n row-Hadamard matrix then m is a multiple of 4; and that if n is a power of 2 then every row-Hadamard matrix can be extended to a Hadamard matrix. Using binary integer programming we obtain a maximal 13×32 row-Hadamard matrix, which disproves both conjectures. Additionally for n being a multiple of 4 up to 64, we tabulate values of m for which we have found a maximal row-Hadamard matrix. Based on the tabulated results we conjecture that a m×n row-Hadamard matrix with m?n-7 can be extended to a Hadamard matrix. 相似文献
963.
Plotting of log−log survival functions against time for different categories or combinations of categories of covariates is perhaps the easiest and most commonly used graphical tool for checking proportional hazards (PH) assumption. One problem in the utilization of the technique is that the covariates need to be categorical or made categorical through appropriate grouping of the continuous covariates. Subjectivity in the decision making on the basis of eye-judgment of the plots and frequent inconclusiveness arising in situations where the number of categories and/or covariates gets larger are among other limitations of this technique. This paper proposes a non-graphical (numerical) test of the PH assumption that makes use of log−log survival function. The test enables checking proportionality for categorical as well as continuous covariates and overcomes the other limitations of the graphical method. Observed power and size of the test are compared to some other tests of its kind through simulation experiments. Simulations demonstrate that the proposed test is more powerful than some of the most sensitive tests in the literature in a wide range of survival situations. An example of the test is given using the widely used gastric cancer data. 相似文献
964.
In this article, we introduce three new distribution-free Shewhart-type control charts that exploit run and Wilcoxon-type rank-sum statistics to detect possible shifts of a monitored process. Exact formulae for the alarm rate, the run length distribution, and the average run length (ARL) are all derived. A key advantage of these charts is that, due to their nonparametric nature, the false alarm rate (FAR) and in-control run length distribution is the same for all continuous process distributions. Tables are provided for the implementation of the charts for some typical FAR values. Furthermore, a numerical study carried out reveals that the new charts are quite flexible and efficient in detecting shifts to Lehmann-type out-of-control situations. 相似文献
965.
Daniela M. Witten Robert Tibshirani 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2009,71(3):615-636
Summary. We propose covariance-regularized regression, a family of methods for prediction in high dimensional settings that uses a shrunken estimate of the inverse covariance matrix of the features to achieve superior prediction. An estimate of the inverse covariance matrix is obtained by maximizing the log-likelihood of the data, under a multivariate normal model, subject to a penalty; it is then used to estimate coefficients for the regression of the response onto the features. We show that ridge regression, the lasso and the elastic net are special cases of covariance-regularized regression, and we demonstrate that certain previously unexplored forms of covariance-regularized regression can outperform existing methods in a range of situations. The covariance-regularized regression framework is extended to generalized linear models and linear discriminant analysis, and is used to analyse gene expression data sets with multiple class and survival outcomes. 相似文献
966.
M. P. Wand 《Australian & New Zealand Journal of Statistics》2009,51(1):9-41
Semiparametric regression models that use spline basis functions with penalization have graphical model representations. This link is more powerful than previously established mixed model representations of semiparametric regression, as a larger class of models can be accommodated. Complications such as missingness and measurement error are more naturally handled within the graphical model architecture. Directed acyclic graphs, also known as Bayesian networks, play a prominent role. Graphical model-based Bayesian 'inference engines', such as bugs and vibes , facilitate fitting and inference. Underlying these are Markov chain Monte Carlo schemes and recent developments in variational approximation theory and methodology. 相似文献
967.
The variational approach to Bayesian inference enables simultaneous estimation of model parameters and model complexity. An interesting feature of this approach is that it also leads to an automatic choice of model complexity. Empirical results from the analysis of hidden Markov models with Gaussian observation densities illustrate this. If the variational algorithm is initialized with a large number of hidden states, redundant states are eliminated as the method converges to a solution, thereby leading to a selection of the number of hidden states. In addition, through the use of a variational approximation, the deviance information criterion for Bayesian model selection can be extended to the hidden Markov model framework. Calculation of the deviance information criterion provides a further tool for model selection, which can be used in conjunction with the variational approach. 相似文献
968.
Edwin M. M. Ortega Fernanda B. Rizzato Clarice G. B. Demétrio 《Statistical Methods and Applications》2009,18(3):305-331
In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death,
failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this
paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data.
The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of
the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction.
Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence
and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area
is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate
model.
The authors would like to thank the editor and referees for their helpful comments. This work was supported by CNPq, Brazil. 相似文献
969.
This study aims at ascertaining how Hong Kong people perceive Hong Kong as a harmonious society. It also identifies the elements
that are most conducive to social harmony in Hong Kong, so that the government could take reference when formulating new policies.
1,062 adults residents were asked to rate their perceived level of social harmony and their satisfaction with 36 items (divided
into three dimensions: public governance, society, and economy, family and work) for which the research team believes would
be influencing the perceived level of social harmony. Results show that the average rating of social harmony was 5.57 (out
of 10), delineating a moderate level of social harmony. Subsequent multivariate factor analysis and regression analysis show
that the four extracted factors (from the three dimensions) had significant impacts on the level of social harmony. These
were, in order of significance: (a) public governance, (b) social solidarity and respect, (c) economy/family/work and, (d)
social tolerance and progressiveness. According to the factor loadings of each significant factor, we identified four core
values which we hope the government would consider when formulating new policies, as follows: (1) A Justice Government with
Sincerity on Communication, (2) Mutual Support and Respect with Integrity and Dedication, (3) Dedication to One’s Job and
Community by Helping the Needed and, (4) Creativity and Progressiveness with Tolerance. Implications for policy making are
discussed.
The study was conducted under the direction and guidance of the Fostering Social Harmony Task Force of the Hong Kong Professionals
and Senior Executives Association (HKPASEA). The authors acknowledge the kind support and assistance provided by the Council
Members of HKPASEA and staff members of the Centre for Corporate Governance and Financial Policy at Hong Kong Baptist University.
We are also grateful to Prof. Alex Michalos and Prof. P. K. Ip for their comments and suggestions given at the International
Conference on National Well-Being held in November 2006 at the National Central University, Taiwan. 相似文献
970.
P. L. Rika Fatimah A. A. Jemain K. Ibrahim S. Mohammad Nasir M. A. Khairul Anuar 《Social indicators research》2009,92(1):131-149
Determining priority importance is a matter of concerns among the organization to improve their performance. One of the important
aspects that should be considered by the organization is management of human resources, comprising of members who have their
own family life. In this paper, we deliver a new perspective for organization to provide priority importance for their members
with respect to family matters in order to inculcate the sense of belonging in the organization. To be effective in considering
family matters in the organizational policy making, closer look of family characteristics are required. The idea of translating
several family characteristics as quality variables and applying the quality function deployment (QFD) method to these variables
could present a new way of improving the decision making in the organization by considering the process of decision in the
family. Quality function deployment for family (QFDF) produces a friendly interpretation of a highly complex and intangible
matters around family life; thus, making the assessment of a family easier. QFD is applied on the data gathered from a questionnaire
survey based on 1,213 families in West Malaysia, Malaysia. Twelve variables are identified as voice of family, where seven
of them are found to have the highest priority of importance. These variables could also be translated into quality variables
in the context of organization, the strategy of improvement for the family could be interpreted as strategy for improvement
in the organization. Furthermore, the results of this study provide suggestion to improve actions for managing human resource.
In the discussion, three most high ranked variables from both perspectives of family and organization are considered. 相似文献