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71.
72.
An identification procedure for multivariate autoregressive moving average (ARMA) echelon-form models is proposed. It is based on the study of the linear dependence between rows of the Hankel matrix of serial correlations. To that end, we define a statistical test for checking the linear dependence between vectors of serial correlations. It is shown that the test statistic t?n considered is distributed asymptotically as a finite linear combination of independent chi-square random variables with one degree of freedom under the null hypothesis, whereas under the alternative hypothesis, t?N/N converges in probability to a positive constant. These results allow us, in particular, to compute the asymptotic probability of making a specification error with the proposed procedure. Links to other methods based on the application of canonical analysis are discussed. A simulation experiment was done in order to study the performance of the procedure. It is seen that the graphical representation of t?N, as a function of N, can be very useful in identifying the dynamic structure of ARMA models. Furthermore, for the model considered, the proposed identification procedure performs very well for series of 100 observations or more and reasonably well with short series of 50 observations. 相似文献
73.
"Studies in Australia show that an increasing proportion of the population have ancestors from more than one country. Evidence regarding differences in the marriage patterns of first and second generation migrants has been restricted in scope as published marriage registration data includes only birthplace of partners. Marriage registration records include information about the birthplace of parents of partners, but is available only through specially produced tabulations. Changes in the census for 1986 and 1991 make it possible to identify the second generation in households, and this article examines the use of census data as an alternative to marriage registration records in tracing changes in intermarriage patterns and differences between urban and rural areas." 相似文献
74.
Summary The development of population in Bangladesh was affected by a succession of man-made and natural calamities, such as the Bengal Famine of 1943, refugee movements following the partition of India and Pakistan in 1947, devastating floods and cyclones around 1970, and the military action during the war of liberation. Though there had been a tradition of census taking and vital registration in Bangladesh, as part of the Indian sub-continent, extending for over a century, vital registration was so deficient as to be almost valueless, and there were gross misstatements of age and under-enumeration in the censuses. In the census of 1941, on the other hand, political manoeuvring led to a substantial overcount of the population. In this paper, Bangladesh population trends are studied within the broader framework of the subcontinent, taking account of plausible differentials. A considerable element of uncertainty was introduced into growth trends as a result of variations in the completeness of census-taking and of unrecorded refugee and labour movements across open land borders. In this connection the substantial inflationary bias associated with techniques of population estimation using the dual record system is discussed. The application of stable population models is even less justified in Bangladesh with its history of declining mortality. A transitional age structure model was constructed on the basis of the information available on declining mortality and accelerating growth and the model was made even more specific by modifications which took care of the impact of recent calamities and of unrecorded migration. The population base of the census of 1961 was adjusted in accordance with this model. The local mortality age pattern was used in projecting the population by sex and age groups to the date at which the census was originally due to be taken in 1971, and to the date when it was actually taken in March 1974. The post-1970 calamities and their effect on mortality were ignored. The aggregate estimate of population of 72.9 million in March 1974 is slightly in excess of the census count (by about two per cent) reported provisionally as 71.3 million. The excess in our estimate could be accounted for by the losses due to cyclone and military action. 相似文献
75.
Many people with learning disabilities aspire to having friends and to forming close relationships. Often the latter are discouraged, but for those who enter into such a relationship little is known about the meaning and value it brings to their lives. The aim of this study was to gain an insight into the close relationships of eight couples with learning disabilities using a combination of dyadic and one-to-one interviews. Data collection and analysis was informed and guided by the core principles of grounded theory. Five significant types of benefits were identified from having close personal relationships, namely: comradeship, a sense of contentment, availability of mutual support, coping with the ups and downs of relationships, and a continuing commitment. Service providers could do more to facilitate the formation of close meaningful relationships, and strategies for doing this need to be identified and evaluated. 相似文献
76.
A multi-item inventory model with constant demand and infinite replenishment is developed under the restrictions on storage area, total average shortage cost and total average inventory investment cost. These restrictions may be precise or imprecise. Here, it is assumed that inventory costs are directly proportional to the respective quantities, and unit purchase/production cost is inversely related to the demand. Restricted shortages are allowed but fully backlogged. First, the problem is formulated in crisp environment taking the deterministic and precise inventory parameters. It is solved by both geometric programming (GP) and gradient-based non-linear programming (NLP) methods. Later, the problem is formulated with fuzzy goals on constraints and objectives where impreciseness is introduced through linear membership functions. It is solved using the fuzzy geometric programming (FGP) method. The inventory models are illustrated with numerical values and compared with the crisp results. A sensitivity analysis on the optimum order quantity and average cost is also presented due to the variation in the tolerance of total average inventory investment cost and total average shortage cost following Dutta et al., 1993, Fuzzy Sets and Systems, 55, 133-142. 相似文献
77.
This paper describes the demands, supports-constraints framework originally articulated by Payne (1979) for predicting psychological distress, and reports the results of an empirical study involving 2452 white-collar, public sector employees in Australia. The study uses hierarchical regression to test for the interaction effects of the demands and constraints variables, having applied suitable controls for instance by including trait anxiety and removing curvilinear effects. The results reveal little evidence of an interactive effect but moderately strong main effects and modest support for the value of controlling for curvilinear effects. Trait anxiety is shown to have a strong effect on psychological distress and considerably reduces the size of the relationship between demands, supports-constraints and psychological distress when statistically controlled for. However, it still accounts for 18.7% of the variance when entered last in the regression and it is recommended that its effects be explored in all studies of stress that rely on self-report data. 相似文献
78.
McDonough Ian K. Roy Manan Roychowdhury Punarjit 《Review of Economics of the Household》2020,18(2):387-412
Review of Economics of the Household - Household-level food insecurity is one of the largest public health concerns facing millions of people in the United States today. Although recent work has... 相似文献
79.
Recursive expected utility and the separation of attitudes towards risk and ambiguity: an experimental study 总被引:1,自引:1,他引:0
We use the multiple price list method and a recursive expected utility theory of smooth ambiguity to separate out attitude
towards risk from that towards ambiguity. Based on this separation, we investigate if there are differences in agent behaviour
under uncertainty over gain amounts vis-a-vis uncertainty over loss amounts. On an aggregate level, we find that (i) subjects
are risk averse over gains and risk seeking over losses, displaying a “reflection effect” and (ii) they are ambiguity neutral
over gains and are mildly ambiguity seeking over losses. Further analysis shows that on an individual level, and with respect
to both risky and ambiguous prospects, there is limited incidence of a reflection effect where subjects are risk/ambiguity
averse (seeking) in gains and seeking (averse) in losses, though this incidence is higher for ambiguous prospects. A very
high proportion of such cases of reflection exhibit risk (ambiguity) aversion in gains and risk (ambiguity) seeking in losses,
with the reverse effect being significantly present in the case of risk but almost absent in case of ambiguity. Our results
suggest that reflection across gains and losses is not a stable individual characteristic, but depends upon whether the form
of uncertainty is precise or ambiguous, since we rarely find an individual who exhibits reflection in both risky and ambiguous
prospects. We also find that correlations between attitudes towards risk and ambiguity were domain dependent.
相似文献
80.
Kapur K Roy A Bhaumik DK Gibbons RD Lazar NA Sweeney JA Aryal S Patterson D 《统计学通讯:理论与方法》2009,38(16-17):3099-3113
In this article, we model functional magnetic resonance imaging (fMRI) data for event-related experiment data using a fourth degree spline to fit voxel specific blood oxygenation level-dependent (BOLD) responses. The data are preprocessed for removing long term temporal components such as drifts using wavelet approximations. The spatial dependence is incorporated in the data by the application of 3D Gaussian spatial filter. The methodology assigns an activation score to each trial based on the voxel specific characteristics of the response curve. The proposed procedure has a capability of being fully automated and it produces activation images based on overall scores assigned to each voxel. The methodology is illustrated on real data from an event-related design experiment of visually guided saccades (VGS). 相似文献