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The purpose of this paper is to present the theory of the multi-product firm in situations where the revenue function depends not only on the rate of output but also on changes in the rate of output, and, similarly, where the cost function depends on changes in the rate of factor utilization as well as the rate of their utilization. Since the analysis will utilize the calculus of variations, a general introduction to this technique is also presented. The model analyzed assumes perfect foresight and knowledge concerning the revenue, cost, and production functions, and the calculus of variations is used to derive the conditions for an extremum. The first section presents the mathematical model and the model of the firm, and the optimality conditions are discussed in the second section. 相似文献
33.
This paper proposes a model and solution method for coordinating integrated production and inventory cycles in a whole manufacturing supply chain involving reverse logistics for multiple items with finite horizon period. A whole manufacturing supply chain involving reverse logistic consists of tier-2 suppliers supplying raw materials to tier-1 suppliers, tier-1 suppliers producing parts, a manufacturer which manufactures and assembles parts from tier-1 suppliers into finished products, distributors distributing finished products to retailers, retailers selling products to end customers and a third party which collects the used finished products from end customers, dissembles collected products into parts, and feed the parts back to the supply chain. In this system, we consider a finite horizon period. A mathematical model for representing the behaviors of the system is developed. Solution methods based on decentralized and a combination of decentralized and centralized decision making process, referred to as the semi-centralized decision making process, are proposed to solve the model while the centralized decision making process is solved by a mixed integer nonlinear programming method. A numerical example is used to demonstrate the model and the solutions based on the three types of the coordination. 相似文献
34.
This paper presents a framework for characterizing and studying the uncertainty which can affect inventory investment and service level performance in a material requirements planning (MRP) system. It also presents the results of a simulation experiment which compared two techniques (safety stock and safety lead time) for building inventory to protect against uncertainty. The simulation results disclose consistent differences between the techniques in protecting a representative part against timing and quantity uncertainty in both demand and supply for the part. The paper not only provides some initial insights into the behavior of MRP systems under uncertainty, but also establishes some guidelines for choosing between safety stock and safety lead time. 相似文献
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A. K. S. Alshabani I. L. Dryden C. D. Litton J. Richardson 《Journal of the Royal Statistical Society. Series C, Applied statistics》2007,56(4):415-428
Summary. We consider the Bayesian analysis of human movement data, where the subjects perform various reaching tasks. A set of markers is placed on each subject and a system of cameras records the three-dimensional Cartesian co-ordinates of the markers during the reaching movement. It is of interest to describe the mean and variability of the curves that are traced by the markers during one reaching movement, and to identify any differences due to covariates. We propose a methodology based on a hierarchical Bayesian model for the curves. An important part of the method is to obtain identifiable features of the movement so that different curves can be compared after temporal warping. We consider four landmarks and a set of equally spaced pseudolandmarks are located in between. We demonstrate that the algorithm works well in locating the landmarks, and shape analysis techniques are used to describe the posterior distribution of the mean curve. A feature of this type of data is that some parts of the movement data may be missing—the Bayesian methodology is easily adapted to cope with this situation. 相似文献
38.
Proportional reversed hazard rate model and its applications 总被引:1,自引:0,他引:1
The purpose of this paper is to study the structure and properties of the proportional reversed hazard rate model (PRHRM) in contrast to the celebrated proportional hazard model (PHM). The monotonicity of the hazard rate and the reversed hazard rate of the model is investigated. Some criteria of aging are presented and the inheritance of the aging notions (of the base distribution) by the PRHRM is studied. Characterizations of the model involving Fisher information are presented and the statistical inference of the parameters is discussed. Finally, it is shown that several members of the proportional reversed hazard rate class have been found to be useful and flexible in real data analysis. 相似文献
39.
K. D. Patterson 《Journal of applied statistics》2007,34(1):23-45
Standard methods of estimation for autoregressive models are known to be biased in finite samples, which has implications for estimation, hypothesis testing, confidence interval construction and forecasting. Three methods of bias reduction are considered here: first-order bias correction, FOBC, where the total bias is approximated by the O(T-1) bias; bootstrapping; and recursive mean adjustment, RMA. In addition, we show how first-order bias correction is related to linear bias correction. The practically important case where the AR model includes an unknown linear trend is considered in detail. The fidelity of nominal to actual coverage of confidence intervals is also assessed. A simulation study covers the AR(1) model and a number of extensions based on the empirical AR(p) models fitted by Nelson & Plosser (1982). Overall, which method dominates depends on the criterion adopted: bootstrapping tends to be the best at reducing bias, recursive mean adjustment is best at reducing mean squared error, whilst FOBC does particularly well in maintaining the fidelity of confidence intervals. 相似文献
40.
Fishbein and Ajzen's Reasoned Action model was used to predict intention to blow the whistle. Accounting students attending an Israeli university and accountant practitioners were used as the subjects for the study. It was hypothesized that attitudes and social norms would directly explain intention, while professional obligation, locus of control and professional socialization would modify the criterion variable through attitudes and social norms. Findings showed that social norms directly influenced intent to blow the whistle among both samples, as hypothesized. However, locus of control and professional socialization also directly influenced intent, rather than modifying the criterion variable. Suggestions for further research are included. 相似文献