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931.
This paper compares the performance of “aggregate” and “disaggregate” predictors in forecasting contemporaneously aggregated
vector MA(1) processes. The necessary and sufficient condition for the equality of mean squared errors associated with the
two competing predictors is provided in the bivariate MA(1) case. Furthermore, it is argued that the condition of equality
of predictors as stated by Lütkepohl (Forecasting aggregated vector ARMA processes, Springer, Berlin, 1987) is only sufficient
(not necessary) for the equality of mean squared errors. Finally, it is shown that the equality of forecasting accuracy for
the two predictors can be achieved using specific assumptions on the parameters of the vector MA(1) structure. 相似文献
932.
Marcus C. Christiansen 《AStA Advances in Statistical Analysis》2012,96(2):155-186
We illustrate how multistate Markov and semi-Markov models can be used for the actuarial modeling of health insurance policies,
focusing on health insurances that are pursued on a similar technical basis to that of life insurance. In the first part,
we give an overview of the basic modeling frameworks that are commonly used and explain the calculation of prospective reserves
and net premiums. In the second part, we discuss the biometric insurance risk, focusing on the calculation of implicit safety
margins. We present new results on implicit margins in the semi-Markov model and on biometric estimation risk in the Markov
model, and we explain why there is a need for future research concerning the systematic biometric risk. 相似文献
933.
Lu Lin 《Statistical Papers》2004,45(4):529-544
The quasi-score function, as defined by Wedderburn (1974) and McCullagh (1983) and so on, is a linear function of observations.
The generalized quasi-score function introduced in this paper is a linear function of some unbiased basis functions, where
the unbiased basis functions may be some linear functions of the observations or not, and can be easily constructed by the
meaning of the parameters such as mean and median and so on. The generalized quasi-likelihood estimate obtained by such a
generalized quasi-score function is consistent and has an asymptotically normal distribution. As a result, the optimum generalized
quasi-score is obtained and a method to construct the optimum unbiased basis function is introduced. In order to construct
the potential function, a conservative generalized estimating function is defined. By conservative, a potential function for
the projected score has many properties of a log-likelihood function. Finally, some examples are given to illustrate the theoretical
results.
This paper is supported by NNSF project (10371059) of China and Youth Teacher Foundation of Nankai University. 相似文献
934.
Retrospectively collected duration data are often reported incorrectly. An important type of such an error is heaping—respondents
tend to round-off or round-up the data according to some rule of thumb. For two special cases of the Weibull model we study
the behaviour of the ‘naive estimators’, which simply ignore the measurement error due to heaping, and derive closed expressions
for the asymptotic bias. These results give a formal justification of empirical evidence and simulation-based findings reported
in the literature. Additionally, situations where a remarkable bias has to be expected can be identified, and an exact bias
correction can be performed. 相似文献
935.
Typically, parametric approaches to spatial problems require restrictive assumptions. On the other hand, in a wide variety of practical situations nonparametric bivariate smoothing techniques has been shown to be successfully employable for estimating small or large scale regularity factors, or even the signal content of spatial data taken as a whole.We propose a weighted local polynomial regression smoother suitable for fitting of spatial data. To account for spatial variability, we both insert a spatial contiguity index in the standard formulation, and construct a spatial-adaptive bandwidth selection rule. Our bandwidth selector depends on the Gearys local indicator of spatial association. As illustrative example, we provide a brief Monte Carlo study case on equally spaced data, the performances of our smoother and the standard polynomial regression procedure are compared.This note, though it is the result of a close collaboration, was specifically elaborated as follows: paragraphs 1 and 2 by T. Sclocco and the remainder by M. Di Marzio. The authors are grateful to the referees for constructive comments and suggestions. 相似文献
936.
This paper studies optimum designs for linear models when the errors are heteroscedastic. Sufficient conditions are given
in order to obtainD-, A- andE-optimum designs for a complete regression model from partial optimum designs for some sub-parameters. A result about optimality
for a complete model from the optimality for the submodels is included.
Supported by Junta de Andalucía, research group FQM244. 相似文献
937.
Sets of relatively short time series arise in many situations. One aspect of their analysis may be the detection of outlying
series. We examine the performance of standard normal outlier tests applied to the means, or to simple functions of the means,
of AR(1) series, not necessarily of equal lengths. Although unequal lengths of series implies that the means have unequal
variances, that are only known approximately, it is shown that nominal significance levels hold good under most circumstances.
Thus a standard outlier test can usefully be applied, avoiding the complication of estimating the time series' parameters.
The test's power is affected by unequal lengths, being higher when the slippage occurs in one of the longer series 相似文献
938.
939.
Rainer Schlittgen 《AStA Advances in Statistical Analysis》2011,95(2):205-217
Clusterwise regression aims to cluster data sets where the clusters are characterized by their specific regression coefficients
in a linear regression model. In this paper, we propose a method for determining a partition which uses an idea of robust
regression. We start with some random weighting to determine a start partition and continue in the spirit of M-estimators.
The residuals for all regressions are used to assign the observations to the different groups. As target function we use the
determination coefficient R2wR^{2}_{w} for the overall model. This coefficient is suitably defined for weighted regression. 相似文献
940.
Andreas Alfons Wolfgang E. Baaske Peter Filzmoser Wolfgang Mader Roland Wieser 《Statistical Methods and Applications》2011,20(1):65-82
A large database containing socioeconomic data from 60 communities in Austria and Germany has been built, stemming from 18,000
citizens’ responses to a survey, together with data from official statistical institutes about these communities. This paper
describes a procedure for extracting a small set of explanatory variables to explain response variables such as the cognition
of quality of life. For better interpretability, the set of explanatory variables needs to be very small and the dependencies
among the selected variables need to be low. Due to possible inhomogeneities within the data set, it is further required that
the solution is robust to outliers and deviating points. In order to achieve these goals, a robust model selection method,
combined with a strategy to reduce the number of selected predictor variables to a necessary minimum, is developed. In addition,
this context-sensitive method is applied to obtain responsible factors describing quality of life in communities. 相似文献