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831.
A non-stationary integer-valued autoregressive model 总被引:1,自引:0,他引:1
It is frequent to encounter a time series of counts which are small in value and show a trend having relatively large fluctuation.
To handle such a non-stationary integer-valued time series with a large dispersion, we introduce a new process called integer-valued
autoregressive process of order p with signed binomial thinning (INARS(p)). This INARS(p) uniquely exists and is stationary under the same stationary condition as in the AR(p) process. We provide the properties of the INARS(p) as well as the asymptotic normality of the estimates of the model parameters. This new process includes previous integer-valued
autoregressive processes as special cases. To preserve integer-valued nature of the INARS(p) and to avoid difficulty in deriving the distributional properties of the forecasts, we propose a bootstrap approach for
deriving forecasts and confidence intervals. We apply the INARS(p) to the frequency of new patients diagnosed with acquired immunodeficiency syndrome (AIDS) in Baltimore, Maryland, U.S. during
the period of 108 months from January 1993 to December 2001. 相似文献
832.
Partitioning objects into closely related groups that have different states allows to understand the underlying structure
in the data set treated. Different kinds of similarity measure with clustering algorithms are commonly used to find an optimal
clustering or closely akin to original clustering. Using shrinkage-based and rank-based correlation coefficients, which are
known to be robust, the recovery level of six chosen clustering algorithms is evaluated using Rand’s C values. The recovery levels using weighted likelihood estimate of correlation coefficient are obtained and compared to the
results from using those correlation coefficients in applying agglomerative clustering algorithms.
This work was supported by RIC(R) grants from Traditional and Bio-Medical Research Center, Daejeon University (RRC04713, 2005)
by ITEP in Republic of Korea. 相似文献
833.
Summary In this paper we have suggested two modified estimators of population mean using power transformation. It has been shown that
the modified estimators are more efficient than the sample mean estimator, usual ratio estimator, Sisodia and Dwivedi’s (1981)
estimator and Upadhyaya and Singh’s (1999) estimator at their optimum conditions. Empirical illustrations are also given for
examining the merits of the proposed estimators. Following Kadilar and Cingi (2003) the work has been extended to stratified
random sampling, and the same data set has been studied to examine the performance in stratified random sampling. 相似文献
834.
Hormesis refers to a nonmonotonic (biphasic) dose–response relationship in toxicology, environmental science, and related fields. In the presence of hormesis, a low dose of a toxic agent may have a lower risk than the risk at the control dose, and the risk may increase at high doses. When the sample size is small due to practical, logistic, and ethical considerations, a parametric model may provide an efficient approach to hypothesis testing at the cost of adopting a strong assumption, which is not guaranteed to be true. In this article, we first consider alternative parameterizations based on the traditional three‐parameter logistic regression. The new parameterizations attempt to provide robustness to model misspecification by allowing an unspecified dose–response relationship between the control dose and the first nonzero experimental dose. We then consider experimental designs including the uniform design (the same sample size per dose group) and the ‐optimal design (minimizing the standard error of an estimator for a parameter of interest). Our simulation studies showed that (1) the ‐optimal design under the traditional three‐parameter logistic regression does not help reducing an inflated Type I error rate due to model misspecification, (2) it is helpful under the new parameterization with three parameters (Type I error rate is close to a fixed significance level), and (3) the new parameterization with four parameters and the ‐optimal design does not reduce statistical power much while preserving the Type I error rate at a fixed significance level. 相似文献
835.
We characterize seniority rules, also known as lexical dictatorships, under weak consistency constraints on the groups choice function. These constraints are base triple-acyclicity in the case of binary choices and rationalizability (although not rationality) in the case of choices between an arbitrary number of alternatives. Existing results on these weakened constraints remain silent on the treatment of the groups most junior individuals and therefore do not yield a complete characterization of seniority rules. We also impose a universal domain, binary strict Pareto optimality, binary Pareto indifference, binary independence of irrelevant alternatives, and the newly introduced condition of conflict resolution. The latter condition requires a social choice rules not to remain indecisive between alternatives for which individuals have conflicting preferences.JEL CLASSIFICATIONS: D63, D71This revised version was published online in May 2005 with a corrected article title. 相似文献
836.
An explicitly frame related interpretation of a very general more for less result is used to establish a correspondingly general class of frame related switching results. These are used in turn to show how preference reversals of kinds found by Allais and others may not only be essentially non-paradoxical in character, but can be expected to be frequently observed, even under conditions of certainty and of complete information. 相似文献
837.
We characterize equilibrium behavior in a finite horizon multiple-pie alternating offer bargaining game in which both agents have outside options and threat points. In contrast to the infinite horizon case the strength of the threat to delay agreement is non-stationary and decreases over time. Typically the delay threat determines equilibrium proposals in early periods, while the threat to opt out characterizes those in later ones. Owing to this non-stationarity both threats may appear in the equilibrium shares immediately agreed upon in the first period. When the threat to opt out is empty for both agents, the outcome corresponds exactly with the (generalized) Nash bargaining solution. The latter observation may prove useful for designing experiments that are meant to test economic models that include a bargaining stage.JEL CLASSIFICATION CODES: C78, C91.The useful remarks of an anonymous referee greatly improved the presentation of the material and are gratefully acknowledged. The usual disclaimer applies. 相似文献
838.
Evidence presented in Salmon (2001; Econometrica 69(6) 1597) indicates that typical tests to identify learning behavior in experiments involving normal form games possess little power to reject incorrect models. This paper begins by presenting results from an experiment designed to gather alternative data to overcome this problem. The results from these experiments indicate support for a learning-to-learn or rule learning hypothesis in which subjects change their decision rule over time. These results are then used to construct an adaptive learning model which is intended to mimic more accurately the behavior observed. The final section of the paper presents results from a simple simulation based analysis comparing the performance of this adaptive learning model with that of several standard decision rules in reproducing the choice patterns observed in the experiment.JEL Classification: C92, C72 相似文献
839.
Low educational levels and the effect of children are recognized as the most important factors for low female participation rates. Over the last decades female labour supply in Europe has shown a large increase. This may be related to changes in the level of education or fertility. It is also possible that it is due to changes in behaviour, as influenced by the social and institutional context. Our results show that increases in the participation rates cannot be explained by changes in either educational level nor in the number and timing of children. Female labour supply increases at all educational levels for women with and without children. In other words, it is mainly changes in behaviour that drive the increase in participation rates over the last decades. 相似文献
840.
This article focuses on solidarity behaviours of employees to team members (horizontal solidarity behaviour) and to their manager (vertical solidarity behaviour). The question is asked to what extend and how are both types of solidarity related to three aspects of modern organization and governance: dual earner families, flexible labour contracts, and formal and informal governance structures. Survey data of 17 Dutch organizations (N = 1347) show in relation to dual-earner families that having children has a positive relationship with horizontal solidarity behaviour, and working overtime has a positive relationship with vertical solidarity behaviour. Related to the flexible labour contracts, no relationship was found with type of labour contract and expected years within the organization. Finally, some traits of informal and formal governance structures, namely information on rules and the presence of explicit fair play rules are fond to be positively related to solidarity.She worked on this article during a visit at the University of New South Wales, Sydney, Australia. 相似文献