全文获取类型
收费全文 | 2550篇 |
免费 | 160篇 |
专业分类
管理学 | 275篇 |
民族学 | 35篇 |
人口学 | 298篇 |
丛书文集 | 2篇 |
理论方法论 | 221篇 |
综合类 | 59篇 |
社会学 | 1282篇 |
统计学 | 538篇 |
出版年
2024年 | 3篇 |
2023年 | 38篇 |
2022年 | 34篇 |
2021年 | 45篇 |
2020年 | 118篇 |
2019年 | 106篇 |
2018年 | 210篇 |
2017年 | 236篇 |
2016年 | 184篇 |
2015年 | 109篇 |
2014年 | 137篇 |
2013年 | 459篇 |
2012年 | 223篇 |
2011年 | 110篇 |
2010年 | 87篇 |
2009年 | 81篇 |
2008年 | 85篇 |
2007年 | 64篇 |
2006年 | 49篇 |
2005年 | 45篇 |
2004年 | 37篇 |
2003年 | 45篇 |
2002年 | 30篇 |
2001年 | 25篇 |
2000年 | 15篇 |
1999年 | 11篇 |
1998年 | 6篇 |
1997年 | 11篇 |
1996年 | 8篇 |
1995年 | 9篇 |
1994年 | 10篇 |
1993年 | 4篇 |
1992年 | 9篇 |
1991年 | 8篇 |
1990年 | 7篇 |
1989年 | 9篇 |
1988年 | 8篇 |
1987年 | 4篇 |
1986年 | 5篇 |
1985年 | 4篇 |
1984年 | 3篇 |
1979年 | 2篇 |
1978年 | 2篇 |
1977年 | 2篇 |
1975年 | 2篇 |
1974年 | 1篇 |
1973年 | 3篇 |
1972年 | 1篇 |
1971年 | 2篇 |
1967年 | 1篇 |
排序方式: 共有2710条查询结果,搜索用时 15 毫秒
431.
Partial linear modelling ideas have recently been adapted to situations when functional data are observed. This paper aims
to complete the study of such model by proposing a fully automatic estimation procedure. This is achieved by constructing
a data-driven method to choose the smoothing parameters entered in the nonparametric components of the model. The asymptotic
optimality of the method is stated and its practical interest is illustrated on finite size Monte Carlo simulated samples. 相似文献
432.
Manuel G. Scotto Susana M. Barbosa Andrés M. Alonso 《Journal of applied statistics》2011,38(12):2793-2804
Time series of daily mean temperature obtained from the European Climate Assessment data set is analyzed with respect to their extremal properties. A time-series clustering approach which combines Bayesian methodology, extreme value theory and classification techniques is adopted for the analysis of the regional variability of temperature extremes. The daily mean temperature records are clustered on the basis of their corresponding predictive distributions for 25-, 50- and 100-year return values. The results of the cluster analysis show a clear distinction between the highest altitude stations, for which the return values are lowest, and the remaining stations. Furthermore, a clear distinction is also found between the northernmost stations in Scandinavia and the stations in central and southern Europe. This spatial structure of the return period distributions for 25-, 50- and 100-years seems to be consistent with projected changes in the variability of temperature extremes over Europe pointing to a different behavior in central Europe than in northern Europe and the Mediterranean area, possibly related to the effect of soil moisture and land-atmosphere coupling. 相似文献
433.
Frédéric Lavancier 《Journal of statistical planning and inference》2011,141(12):3862-3866
This note constitutes a corrigendum to the article of Azomahou [2009, Memory properties and aggregation of spatial autoregressive models. J. Statist. Plann. Inference, 139, 2581-2597]. The aggregation of isotropic four nearest neighbors autoregressive models on the lattice Z2, with random coefficient, is investigated. The spectral density of the resulting random field is studied in details for a large class of law of the AR coefficient. Depending on this law, the aggregated field may exhibit short memory or isotropic long memory. 相似文献
434.
The existing literature on savings, insurance, and portfolio choices under risk has revealed that quite often comparative statics results depend, among other things, upon the values of the coefficients of relative risk aversion and relative prudence. More specifically the benchmark values for these coefficients are, respectively, one and two. Recently, several papers investigated constraints on the higher degree extensions of the coefficients of relative risk aversion and of relative prudence. The present work provides a unified approach to this question based on the concept of elementary correlation increasing transformations, allowing for a better understanding of changes in risk in the multiplicative case. 相似文献
435.
436.
Two-tailed asymptotic inferences for a proportion 总被引:1,自引:0,他引:1
This paper evaluates 29 methods for obtaining a two-sided confidence interval for a binomial proportion (16 of which are new proposals) and comes to the conclusion that: Wilson's classic method is only optimal for a confidence of 99%, although generally it can be applied when n≥50; for a confidence of 95% or 90%, the optimal method is the one based on the arcsine transformation (when this is applied to the data incremented by 0.5), which behaves in a very similar manner to Jeffreys’ Bayesian method. A simpler option, though not so good as those just mentioned, is the classic-adjusted Wald method of Agresti and Coull. 相似文献
437.
Jonathan El Methni Laurent Gardes Stéphane Girard 《Scandinavian Journal of Statistics》2014,41(4):988-1012
In this paper, we introduce a new risk measure, the so‐called conditional tail moment. It is defined as the moment of order a ≥ 0 of the loss distribution above the upper α‐quantile where α ∈ (0,1). Estimating the conditional tail moment permits us to estimate all risk measures based on conditional moments such as conditional tail expectation, conditional value at risk or conditional tail variance. Here, we focus on the estimation of these risk measures in case of extreme losses (where α ↓0 is no longer fixed). It is moreover assumed that the loss distribution is heavy tailed and depends on a covariate. The estimation method thus combines non‐parametric kernel methods with extreme‐value statistics. The asymptotic distribution of the estimators is established, and their finite‐sample behaviour is illustrated both on simulated data and on a real data set of daily rainfalls. 相似文献
438.
A Bottom-Up Dynamic Model of Portfolio Credit Risk with Stochastic Intensities and Random Recoveries
Tomasz R. Bielecki Areski Cousin Stéphane Crépey Alexander Herbertsson 《统计学通讯:理论与方法》2014,43(7):1362-1389
In Bielecki et al. (2014a), the authors introduced a Markov copula model of portfolio credit risk where pricing and hedging can be done in a sound theoretical and practical way. Further theoretical backgrounds and practical details are developed in Bielecki et al. (2014b,c) where numerical illustrations assumed deterministic intensities and constant recoveries. In the present paper, we show how to incorporate stochastic default intensities and random recoveries in the bottom-up modeling framework of Bielecki et al. (2014a) while preserving numerical tractability. These two features are of primary importance for applications like CVA computations on credit derivatives (Assefa et al., 2011; Bielecki et al., 2012), as CVA is sensitive to the stochastic nature of credit spreads and random recoveries allow to achieve satisfactory calibration even for “badly behaved” data sets. This article is thus a complement to Bielecki et al. (2014a), Bielecki et al. (2014b) and Bielecki et al. (2014c). 相似文献
439.
We devise simulation/regression numerical schemes for pricing the CVA on CDO tranches, where CVA stands for Credit Valuation Adjustment, or price correction accounting for the defaultability of a counterparty in an OTC derivatives transaction. This is done in the setup of a continuous-time Markov chain model of default times, in which dependence between credit names is represented by the possibility of simultaneous defaults. The main idea of this article is to perform the nonlinear regressions which are used for computing conditional expectations, in the time variable for a given state of the model, rather than in the space variables at a given time in diffusive setups. This idea is formalized as a lemma which is valid in any continuous-time Markov chain model. It is then implemented on the targeted application of CVA computations on CDO tranches. 相似文献
440.
We investigate local influence analysis in functional comparative calibration models with replicated data. A method for selecting appropriate perturbation schemes based on the expected Fisher information matrix with respect to the perturbation vector is proposed. It is shown that arbitrarily perturbing these models may result in misleading inference about the influential subjects. First-order influence measures for identifying the correct influential subjects and replicates on corrected score estimators are defined. We introduce different perturbation schemes including perturbation of subjects and replicates on the corrected likelihood function and obtain the density of the perturbed model from which the methodology is based. Particularly, three perturbation of variances schemes could be a better way to handle badly modeled subjects or replicates. Two real data sets are analyzed to illustrate the use of our local influence measures. 相似文献